Quantitative Researcher

Marlin Selection Recruitment; Greater London; On-site; GBP 85,000 - 120,000; Full time

Job summary

Marlin Selection Recruitment is seeking a Quantitative Researcher for a leading asset management firm with a global reach. The role involves developing quantitative models across equities, fixed income, commodities, and derivatives, using Python and/or C++ to enhance investment decision‑making.

You will back-test strategies, analyze large datasets, collaborate with PMs and traders, and stay abreast of latest developments in quantitative finance and technology to drive robust investment outcomes.

Qualifications

• Advanced degree (Master's or Ph.D.) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Strong programming skills in Python and/or C++.
• Proven experience in quantitative research and model development, preferably within an asset management or financial services environment.
• Deep understanding of financial markets, instruments, and asset classes.
• Proficiency in statistical analysis, machine learning, and data mining techniques.
• Excellent problem-solving skills and attention to detail.
• Ability to work collaboratively in a team-oriented environment.
• Strong communication skills, with the ability to convey complex concepts to non-technical stakeholders.

Responsibilities

• Develop, implement, and maintain quantitative models for asset pricing, risk management, and portfolio construction.
• Conduct research on financial markets and instruments to identify and exploit inefficiencies.
• Collaborate with portfolio managers and traders to integrate quantitative insights into investment strategies.
• Analyze large datasets to uncover trends, patterns, and investment opportunities.
• Perform back-testing of quantitative strategies to assess their effectiveness and robustness.
• Continuously monitor and improve existing models to adapt to changing market conditions.
• Present research findings and model performance to internal stakeholders in a clear and concise manner.
• Stay up-to-date with the latest developments in quantitative finance, technology, and financial markets.

Skills

Python

C++

Quantitative research

Statistical analysis

Machine learning

Data mining

Teamwork

Communication

Education

Master's or Ph.D. in quantitative discipline

Tools

R

MATLAB

SQL

High-performance computing

Job description

Locations: London, Paris, New York, Zug, or Hong Kong

Company Overview:

Our client is a leading asset management firm that provides a wide range of investment solutions across multiple asset classes and they are seeking a Quantitative Researcher across multiple asset classes to join their dynamic teams and contribute to their success.

Job Summary:

The Quantitative Researcher will play a critical role in developing and implementing quantitative models and strategies to enhance our investment decision-making processes. The successful candidate will work across various asset classes, including equities, fixed income, commodities, and derivatives, utilizing a robust tech stack comprising Python and/or C++.

Key Responsibilities:

• Develop, implement, and maintain quantitative models for asset pricing, risk management, and portfolio construction.
• Conduct research on financial markets and instruments to identify and exploit inefficiencies.
• Collaborate with portfolio managers and traders to integrate quantitative insights into investment strategies.
• Analyze large datasets to uncover trends, patterns, and investment opportunities.
• Perform back-testing of quantitative strategies to assess their effectiveness and robustness.
• Continuously monitor and improve existing models to adapt to changing market conditions.
• Present research findings and model performance to internal stakeholders in a clear and concise manner.
• Stay up-to-date with the latest developments in quantitative finance, technology, and financial markets.

Qualifications:

• Advanced degree (Master's or Ph.D.) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Strong programming skills in Python and/or C++.
• Proven experience in quantitative research and model development, preferably within an asset management or financial services environment.
• Deep understanding of financial markets, instruments, and asset classes.
• Proficiency in statistical analysis, machine learning, and data mining techniques.
• Excellent problem-solving skills and attention to detail.
• Ability to work collaboratively in a team-oriented environment.
• Strong communication skills, with the ability to convey complex concepts to non-technical stakeholders.

Preferred Qualifications:

• Experience with other programming languages and tools such as R, MATLAB, or SQL.
• Knowledge of high-performance computing and optimization techniques.
• Familiarity with database management and handling large datasets.
• Published research in peer-reviewed journals or industry conferences.

What our client offers:

• Competitive compensation and benefits package.
• Opportunities for professional development and career advancement.
• A collaborative and innovative work environment.
• Access to cutting-edge technology and resources.

Note: This job description is intended to provide a general overview of the position and does not encompass all responsibilities and requirements. Duties, responsibilities, and activities may change at any time with or without notice.