Quantitative Researcher – Equities

Marlin Selection Ltd; Greater London; On-site; GBP 70,000 - 120,000; Full time

Job summary

Marlin Selection Ltd is partnering with a leading London-based global investment firm to recruit a Quantitative Researcher focused on systematic equity strategies. You will contribute to alpha research, data gathering, and backtesting across ideas and models.

Working closely with the Senior Portfolio Manager and the investment team, you will apply Python to build predictive models and advance the research agenda in a fast-paced, data-driven environment.

Qualifications

• Masters or PhD in a quantitative field from a top-ranked university.
• Strong background in alpha research and systematic strategy development.
• Proficiency in Python for quantitative research and model development.

Responsibilities

• Conduct alpha research and backtest systematic equity strategies with PM.
• Develop models combining financial insights with statistical learning.
• Collaborate with Senior Portfolio Manager and investment team in a transparent environment.

Skills

Python

Alpha research

Backtesting

Education

Masters or PhD in quantitative discipline

Job description

Location: London
Industry: Systematic Equity Strategies
Job Type: Full-Time, Permanent

Our Client

We are partnering with a leading global investment firm based in London, renowned for its data-driven, innovative approach to equity research. They are seeking an experienced Quantitative Researcher to join their dynamic team, focusing on systematic equity strategies. This is a fantastic opportunity for a talented individual to contribute to cutting-edge alpha research and work with a team of like-minded experts in the field.

Key Responsibilities

As a Quantitative Researcher, you will play a vital role in the development of alpha research for equity strategies. Your responsibilities will include:

• Alpha Research: Collaborating closely with the Senior Portfolio Manager (SPM) to drive the research agenda, with a primary focus on idea generation, data gathering, research/analysis, model implementation, and backtesting of systematic equity strategies.
• Model Development: Combining financial insights with advanced statistical learning techniques to analyze diverse datasets, build predictive models, and apply them to the investment process.
• Collaboration: Working alongside the SPM and investment team in a highly transparent environment, ensuring alignment throughout the investment lifecycle.

Required Technical Skills

• Programming: Proficiency in Python for quantitative research, model building, and analysis.
• Academic Background: A Masters or PhD in a quantitative discipline such as Computer Science, Applied Mathematics, Statistics, or a related field from a top-ranked university.
• Research Experience: Solid background in alpha research and systematic strategy development.

Desired Experience

• Experience in Cash Equities: 3-5 years of hands-on experience in equity research, specifically in alpha research for cash equities strategies.
• Data Expertise: Demonstrated ability to analyze fundamental, event-related, and alternative datasets, integrating this information into actionable insights for strategy development.

Highly Valued Skills & Experience

• Strong economic intuition and the ability to apply critical thinking to complex financial problems.
• Previous involvement in statistical arbitrage strategies will be considered highly advantageous.

Why Join This Team?

This role provides a unique opportunity to work in a fast-paced, intellectually stimulating environment with access to diverse datasets and cutting-edge technology. You will be part of a collaborative team focused on deploying systematic strategies that impact the global equity markets.