Quantitative Researcher - Global Equities

Annonymous; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Annonymous, a leading international asset management firm, seeks an experienced Quantitative Research Analyst to join its established Quantitative Equity platform in London. You will develop innovative quantitative solutions to enhance equity investment strategies and collaborate with Portfolio Managers.

The role blends rigorous statistical research with practical applications in factor investing, predictive modelling and portfolio optimisation, requiring 5–10 years in quantitative research and

Qualifications

• 5–10 years of quantitative research experience in asset management or related fields.
• Strong knowledge of equity markets and factor investing.
• Experience developing, testing, and refining quantitative models with robust statistical methods.
• Proficiency in Python for research and analysis.
• Familiarity with machine learning applications to financial data is a plus.

Responsibilities

• Originate and test quantitative investment hypotheses to identify sources of excess return across equities.
• Design and enhance multifactor models and systematic signals using econometrics, time-series, and ML techniques.
• Analyze large financial and alternative datasets to uncover market patterns and factor behaviour.
• Perform model validation, backtesting, and attribution to evaluate predictive power and stability.
• Develop portfolio construction and optimisation methodologies and translate research into actionable strategies.
• Collaborate with Portfolio Managers to support investment decisions and deliver projects end-to-end.
• Stay updated on advances in quantitative finance and data science and apply relevant developments.

Skills

Quantitative research

Python programming

Statistical analysis

Machine learning

Portfolio optimization

Data analysis

Education

Bachelor's degree in Mathematics / Statistics / Economics / Computer Science / Engineering

Tools

Backtesting tools

Econometrics packages

Job description

A leading international asset management firm is seeking an experienced Quantitative Research Analyst to join its established Quantitative Equity platform. This is an opportunity to contribute to a sophisticated, research-led investment platform, developing innovative quantitative solutions to enhance equity investment strategies.

Working closely with Portfolio Managers and fellow researchers, the successful candidate will investigate new sources of investment alpha, refine existing quantitative frameworks and translate complex data into actionable investment insights. The role combines rigorous statistical research with practical applications in factor investing, predictive modelling and portfolio optimisation.

Responsibilities

• Originate, investigate and test quantitative investment hypotheses to identify potential sources of excess return across equity markets
• Design, implement and enhance multifactor models and systematic investment signals using statistical and computational techniques, including econometrics, time-series modelling, machine learning and natural language processing
• Analyse extensive financial and alternative datasets to uncover market patterns, assess factor behaviour and strengthen the investment process
• Conduct robust model validation, backtesting and performance attribution to evaluate predictive power, stability and effectiveness across different market environments
• Develop and refine portfolio construction and optimisation methodologies, translating research outputs into implementable investment strategies
• Partner with Portfolio Managers to support investment decisions, improve existing models and deliver research projects from initial hypothesis through to practical application
• Maintain a strong awareness of advances in quantitative finance, data science and computational methods, identifying opportunities to incorporate relevant developments into the research process

Requirements

• Approximately 5-10 years of relevant experience in quantitative research, ideally within an asset manager, hedge fund, investment bank or another quantitative investment environment
• Strong knowledge of equity markets and a demonstrable understanding of factor-based investing and quantitative investment methodologies
• Practical experience developing, testing and refining quantitative models, with a sound grasp of statistical analysis and empirical research
• Solid expertise in portfolio construction, optimisation and the application of quantitative signals within an investment framework
• Proficiency in Python with the ability to develop reliable, efficient code for research and analytical applications
• Familiarity with machine learning techniques and their application to financial data would be advantageous
• A degree in a numerate discipline such as Mathematics, Statistics, Economics, Finance, Computer Science, Engineering or a related field
• Exceptional analytical and problem-solving capabilities, combined with intellectual curiosity and a rigorous, evidence-based approach to research
• Strong communication skills and the ability to collaborate effectively with investment professionals across a multidisciplinary team
• A proactive, self-motivated approach, with the confidence to take ownership of complex research initiatives and deliver high-quality results