Company: Globally leading, fully systematic equity stat-arb business.Location: London, United Kingdom.Brief: The firm's specialist portfolio optimisation and construction team is seeking an additional researcher to expand its optimisation and alpha research capabilities.Responsibilities:Develop and enhance portfolio optimisation and construction frameworks for systematic equity portfolios.Perform alpha research to generate, test, and productionise predictive equity signals and strategies.Design and implement risk models and factor constraints.Integrate alpha forecasts, risk estimates, and liquidity constraints into scalable optimisation pipelines.Research on turnover, capacity, and execution-aware portfolio construction.Work collaboratively across the firm to deploy strategies into live trading.Requirements:MSc or PhD in a quantitative discipline (mathematics, statistics, machine learning, physics, engineering).Strong foundation in statistics, optimisation, and equity market microstructure.Advanced programming skills in Python.Prior experience in buy-side quant research across systematic equities.
Job Title
Quantitative Researcher (Optimisation)