Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Quantitative Researcher into their Factor & Index Equities team
Responsibilities:
- Conduct quantitative research and analysis to develop financial models and identify investment opportunities
- Perform statistical analysis on financial data to identify trends, correlations, and patterns that will provide actionable insights for investment strategies
- Prepare, analyse, and interpret advanced quantitative and statistical analysis such as factor and style reports
- Develop and enhance financial models, back tests and research tools to support the team’s investment process
- Partner with technology teams to improve data pipelines, research infrastructure and modelling frameworks
Requirements:
- 10+ years of experience in Quantitative Research, ideally within Tier 1 Investment Banks, Global Asset Managers, Sovereign Wealth Funds, or other institutional investors
- Deep expertise in factor investing, systematic equity strategies, and quantitative portfolio construction, with exposure to machine-learning techniques for signal generation and alpha research
- Strong programming skills in Python with the ability to write production-quality research code
- Experience building or maintaining factor libraries, signal research platforms or systematic equity models
- Strong statistical and econometric skills, with hands-on experience working with large datasets
- Master’s or PhD in a quantitative discipline (e.g., Financial Engineering, Mathematics, Statistics, Computer Science, Physics) preferred