Responsibilities:

• Developingportfolioconstructionand risk capabilities from a quantitative, systematic approach.
• Helping in theconstructionof a factor model for the Equity strategy.
• Researching and building multi-factor models for: equity portfolio construction
• Work on Portfolio Construction, Portfolio Risk, Performance and Attribution models
• Perform research on existing investment models and work on developing enhancements to existing methods and models
• Quantitative research in the areas of time series and forecast models

Experience working with large datasets using the latest machine learning applications to analyse investment opportunities in Global Equity Markets.

Applicants should have an MSC/PhD from a top School with strong background in Math, Physics, Finance, Economics, Statistics, and strong computer skills (Python, Matlab, R,).

Requirements:

• Advanced Quantitative Degree (PhD preferred)
• 4-8 years of solid Equity Quantitative Modelling and Portfolio Construction Research with a financial firm
• SQL, Matlab/Python and R programming skills
• Prior experience with Barra /Axioma / Northfield risk models and platforms is useful.
• A passion for Quantitative investing.

This is an excellent opportunity to join a team who a well-regarded, have strong performance across their investment business.

Key Words –multi-factor systematic fund, alpha signal research, Systematic Equities,Factor Research, Optimization, Portfolio Construction,Performance attribution,BackTesting, Risk Analysis

In order to apply please send your CV in WORD FORMAT to or call

Interviews have already begun to take place.