Events / Index Quantitative Researcher

Job Summary

Join a leading systematic investment firm as an Events / Index Quantitative Researcher, focused on developing alpha signals from corporate actions, index rebalances, earnings events, and other market catalysts. You will conduct research across global markets, analyse large and alternative datasets, build predictive models, and collaborate closely with portfolio managers, quantitative researchers, and engineers to implement scalable investment strategies.

Key Responsibilities

• Conduct research into event-driven and index-related trading opportunities across equities and related asset classes.
• Develop systematic alpha signals based on corporate actions, earnings announcements, dividends, mergers and acquisitions, index additions and deletions, rebalances, and other market events.
• Analyse the behaviour of securities before, during, and after specific events to identify persistent sources of return.
• Design, test, and evaluate quantitative models using large-scale historical datasets.
• Build robust research frameworks to assess signal efficacy, capacity, transaction costs, and risk characteristics.
• Develop predictive models using statistical, machine learning, and data science techniques.
• Work with structured and unstructured datasets, including market, fundamental, corporate actions, alternative, and index constituent data.
• Collaborate with portfolio managers to translate research ideas into production-ready strategies.
• Partner with quantitative developers and engineers to improve research infrastructure and model deployment.
• Monitor strategy performance and continuously refine signals based on new market information.
• Conduct literature reviews and investigate emerging research methodologies applicable to event-driven and index investing.
• Present research findings to investment teams and stakeholders.

Required Qualifications

• Advanced degree (PhD or MSc) in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, Finance, or a related quantitative discipline.
• Strong understanding of probability, statistics, optimisation, and quantitative modelling techniques.
• Experience researching systematic investment strategies, quantitative signals, or predictive models.
• Strong programming skills in Python.
• Experience working with large datasets and conducting rigorous empirical analysis.
• Knowledge of financial markets and investment processes.
• Ability to independently formulate research hypotheses and validate them through data-driven experimentation.
• Strong problem-solving and analytical skills.
• Excellent communication skills and ability to explain complex quantitative concepts.

Preferred Qualifications

• Experience researching event-driven, corporate actions, index, or equities-related strategies.
• Knowledge of equity market microstructure and execution dynamics.
• Experience applying machine learning techniques within financial markets.
• Familiarity with large-scale data processing technologies and cloud-based research environments.
• Understanding of portfolio construction, risk modelling, and performance attribution.
• Exposure to global equity markets and index methodologies.

Technical Skills

• Python (NumPy, Pandas, SciPy, Scikit-learn)
• SQL and database technologies
• Statistical modelling and hypothesis testing
• Machine learning and predictive modelling
• Time-series analysis
• Data engineering and data visualisation tools
• Linux-based research environments
• Version control systems such as Git

What You'll Do

• Generate and test new alpha ideas from market events and index-related activity.
• Build scalable quantitative research pipelines.
• Analyse global datasets to uncover repeatable behavioural and structural market patterns.
• Collaborate across research, technology, and investment teams.
• Contribute directly to the firm's systematic investment process and alpha generation efforts.
• Work in a highly collaborative, research-driven environment with access to significant data and computational resources.

Candidate Profile

The ideal candidate combines strong quantitative and programming skills with a genuine interest in financial markets. You are intellectually curious, highly analytical, and motivated by solving complex problems through rigorous data-driven research. You enjoy working in a fast-paced environment where research can have a direct impact on investment performance.