Quantitative Investment 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

Purpose

This is a mid-level role supporting the Quantitative and broader Investment Management teams at Seven Investment Management. The role has a strong emphasis on portfolio construction within a multi-asset framework. The new hire will be responsible for strategy selection, design, and sizing within our liquid alternatives sleeve, including quantitative investment strategies (QIS) developed by sell-side counterparties. The new hire will also be contributing to the evolution and maintenance of internally developed alpha-generating strategies, drawing on financial literature and their own market knowledge.

There is also a secondary focus on providing technical skills to manage data and build tools to improve the quality and scalability of the team’s investment process. Although some level of programming experience is important, more important is an enthusiasm to apply and learn new skills relating to quantitative approaches to portfolio management.

Over time, the role is expected to focus increasingly on developing models, tools and thought leadership, rather than supporting others in their production. Eventually, this should include taking investment risk and proposing portfolio actions based on quantitatively defined rationales.

Responsibilities

• Support Strategy team members in developing tools to help guide asset allocation, contributing to the ongoing development of the Strategic Asset Allocation (SAA), Tactical Asset Allocation (TAA) and Liquid Alternatives components of 7IM’s multi-asset investment process
• Support the Strategy and Portfolio Management teams with ad hoc requests in support of research projects and thought leadership
• Support the ongoing development of our quantitative investment platform
• Manage the team’s data creation and storage, ensuring all target-position data is uploaded in a timely fashion and integrity is maintained to the highest standards
• Support the creation of model portfolios by supplying data to the PMs on a variety of asset risk and static data
• Support the portfolio management team in the execution of fund trades
• Subscribe to 7IM’s VPVPs and other Treating Customers Fairly (TCF) and SMCR requirements

About You

Knowledge

• An interest in investment management, including asset allocation and the quantitative implementation of investment views
• Keen to develop an understanding of investment portfolio theory, portfolio construction and risk techniques in a multi-asset context
• Knowledge of visualisation tools such as PowerBI and Web applications preferred
• Experience of sell-side QIS strategies preferred

Qualifications

• A Master’s degree, or a strong undergraduate degree in a subject with quantitative content, is preferred
• Preferably gained, or working towards gaining, the CFA or equivalent

Skills

• Ability to develop judgement and formulate investment actions
• Ability to work as part of a team and adapt to the changing needs as appropriate
• Be able to understand, interpret and replicate financial academic literature
• An enquiring and curious mind willing to learn new skills and adapt to new tasks
• Comfortable working with large amounts of data, including querying and uploading data (preferably using an Azure-based stack)
• Comfortable communicating complex investment concepts to both internal and external stakeholders
• Experience in Python, preferably in a commercial setting or as part of academic studies
• Some experience using git and/ or software development lifecycle tools preferred
• Some experience of Azure tools preferred

Other relevant information

• This role reports to a Senior Quantitative Investment Strategist