Multi-Asset Quant Strategist

Seven Investment Management; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

Seven Investment Management is seeking a mid-level Quantitative Investment role focused on portfolio construction within a multi-asset framework. You will design and size strategies in liquid alternatives and contribute to alpha-generating strategies while applying quantitative approaches to portfolio management.

You will also develop tools to manage data, build scalable investment processes, and increasingly take on investment risk with quantitative justification over time.

Qualifications

• Master's degree or strong quantitative undergraduate degree preferred.
• CFA or equivalent preferred.

Responsibilities

• Support Strategy team in developing tools for asset allocation and quantitative investment framework.
• Contribute to Strategic Asset Allocation (SAA), Tactical Asset Allocation (TAA) and Liquid Alternatives components.
• Support development of the quantitative investment platform and data tools.
• Manage data creation and storage, ensuring timely uploads and data integrity.
• Supply data to PMs for model portfolios including asset risk and static data.
• Assist portfolio management in execution of fund trades.
• Adhere to Treating Customers Fairly (TCF) and SMCR requirements.

Skills

Investment management

Portfolio construction

Quantitative analysis

Python

Data handling

Communicating concepts

Education

Master's degree in quantitative field

CFA or equivalent

Tools

PowerBI

Git

Azure

Job description

Seven Investment Management is seeking a mid-level Quantitative Investment role focused on portfolio construction within a multi-asset framework. You will design and size strategies in liquid alternatives and contribute to alpha-generating strategies while applying quantitative approaches to portfolio management.

You will also develop tools to manage data, build scalable investment processes, and increasingly take on investment risk with quantitative justification over time.