Senior Quantitative Researcher, Factor Investing & Signals

Delta Executive Search; Greater London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A global investment firm in the United Kingdom is looking for a Quantitative Research Manager to enhance their Factor & Index Equities team. This role involves leading the design and implementation of systematic factor-based equity strategies while performing detailed statistical analysis. The ideal candidate will have over 10 years of experience in Quantitative Research with strong Python programming skills. This is a key position requiring expertise in factor investing and portfolio management.

Qualifications

• 10+ years of experience in Quantitative Research/Strategies.
• Expertise in factor investing and systematic equity strategies.
• Strong programming skills in Python.

Responsibilities

• Lead quantitative research for systematic factor-based equity strategies.
• Build and maintain the team’s factor library.
• Perform advanced statistical analysis on large financial datasets.
• Develop financial models and back tests.
• Prepare detailed factor performance reports.

Skills

Quantitative Research

Factor Investing

Programming in Python

Statistical Analysis

Data Management

Job description

A global investment firm in the United Kingdom is looking for a Quantitative Research Manager to enhance their Factor & Index Equities team. This role involves leading the design and implementation of systematic factor-based equity strategies while performing detailed statistical analysis. The ideal candidate will have over 10 years of experience in Quantitative Research with strong Python programming skills. This is a key position requiring expertise in factor investing and portfolio management.