Portfolio Optimisation - Quantitative Researcher
We are seeking a highly skilled and intellectually curious quantitative analyst to join our Portfolio Optimisation team. This role is central to enhancing portfolio construction, risk management, and capital allocation across strategies. You will work closely with portfolio managers, researchers, and technologists to develop and implement optimisation frameworks that improve risk-adjusted returns.
Key Responsibilities
- Design and implement portfolio optimisation models using advanced quantitative techniques.
- Develop tools for asset allocation, trade sizing, and risk budgeting across multi-asset portfolios.
- Collaborate with PMs and risk teams to integrate optimisation insights into investment processes.
- Analyse portfolio performance and attribution to identify inefficiencies and improvement opportunities.
- Maintain and enhance proprietary optimisation libraries and infrastructure.
- Conduct research on new optimisation methodologies, including robust and stochastic approaches.
- Support scenario analysis, stress testing, and liquidity-aware optimisation.
Required Qualifications & Experience
- 3+ years of experience in a quantitative role within a hedge fund, asset manager, or investment bank.
- Strong programming skills in Python (preferred), R, or MATLAB; familiarity with optimisation libraries (e.g. CVXPY, Gurobi, CPLEX).
- Deep understanding of portfolio theory, convex optimisation, and statistical modelling.
- Experience with financial data, risk models, and performance analytics.
- Familiarity with multi-asset strategies and derivatives is a plus.
Preferred Skills
- Knowledge of machine learning techniques applied to portfolio construction.
- Experience with cloud computing and scalable data infrastructure.
- Strong communication skills and ability to work cross-functionally.
- Intellectual curiosity and a passion for solving complex problems.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
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That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
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