Equity Quant Researcher | Hedge Fund, London

Undisclosed; Greater London; Presencial; GBP 90 000 - 150 000; Tempo integral

Resumo da oferta

Undisclosed in London seeks an Equity Quant Researcher to join its quant team. You will work on portfolio analytics, factor modelling and performance attribution to inform strategy development and portfolio decisions.

The role emphasizes cash equity expertise, collaboration with the PM, and a pragmatic, entrepreneurial mindset with opportunities for growth.

Qualificações

• 5–7 years of relevant experience in equity quant research or related field.
• Strong cash equities knowledge with emphasis on portfolio analytics and factor modelling.
• Proficient in Python or similar programming languages.
• Familiarity with agentic AI tools and modern data processing.
• Experience in trading/market impact and mid-frequency strategies.
• Experience deriving insights from alternative data sources.
• Knowledge beyond cash equities, including volatility or options.

Responsabilidades

• Build and enhance factor models and portfolio analytics for cash equities.
• Develop attribution and performance analysis to inform portfolio decisions.
• Research trading and market impact to improve portfolio construction and execution.
• Explore new data sources, including alternative data, for research insights.
• Collaborate closely with the quant team and senior stakeholders.

Conhecimentos

Cash equities knowledge

Equity factor modelling

Performance attribution

Portfolio analytics

Data sources/alternative data

Agentic AI tools

Trading/market impact knowledge

Volatility/Options knowledge

Ferramentas

Python

Descrição da oferta de emprego

We are working with a highly regarded single-manager hedge fund who are looking to hire an Equity Quant Researcher to join their quant team in London. The team is central to the business, focusing on firm-level portfolio construction and risk. The role will span portfolio analytics, factor modelling and performance attribution, which feeds directly into strategy development and portfolio decisions.

The fund has a lean structure and this role will work closely with the PM. They are keen to add a quant researcher who can bring both cash equity expertise and some breadth of skills to the team.

This is an opportunity to have a direct impact on a central part of the firm’s investment process, with strong scope for growth. The ideal candidate will have an entrepreneurial and pragmatic mindset.

Responsibilities:

• Build and enhance factor models and portfolio analytics across cash equities.
• Develop attribution and performance analysis to inform portfolio decisions.
• Research trading and market impact to improve portfolio construction and execution.
• Explore new data sources, including alternative data, to generate research insights.
• Collaborate closely with the quant team and senior stakeholders.

Required Skills:

• 5-7 years of relevant experience.
• Cash equities knowledge, with experience in portfolio analytics, equity factor modelling and performance attribution.
• Coding proficiency in Python or a similar language.
• Familiarity with agentic AI tools.
• Experience or knowledge of trading/market impact and mid-frequency strategies.
• Experience of doing research with alternative data.
• Knowledge beyond cash equities, for example volatility, options or other asset classes.

Due to high demand, we are advertising this role anonymously.

We can only respond to highly qualified candidates.