Quantitative Researcher
Job Title: Portfolio Optimisation Quant
Location: London
Employment Type: Full-Time
About the Role
We are seeking a highly skilled Portfolio Optimisation Quant to join our investment team. The successful candidate will play a key role in designing, implementing, and maintaining portfolio construction and optimisation frameworks that enhance risk-adjusted returns across multiple strategies. This is an opportunity to work in a dynamic, fast-paced environment where quantitative innovation drives investment decisions.
Key Responsibilities
- Develop and maintain portfolio optimisation models using advanced quantitative techniques (e.g., mean-variance optimisation, risk parity, factor-based approaches).
- Implement risk management frameworks, including stress testing, scenario analysis, and liquidity constraints.
- Collaborate with portfolio managers and researchers to integrate optimisation tools into the investment process.
- Analyse large datasets to identify patterns, correlations, and actionable insights for portfolio construction.
- Enhance existing optimisation algorithms to incorporate transaction costs, turnover constraints, and regulatory requirements.
- Build and maintain production-level code for optimisation systems in Python/C++ or similar languages.
- Monitor and improve performance attribution and risk decomposition across portfolios.
- Stay up-to-date with academic research and industry best practices in portfolio theory and quantitative finance.
Required Skills & Qualifications
- Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Statistics, Computer Science, or related field.
- Strong understanding of portfolio theory, optimisation techniques, and risk management principles.
- Proficiency in Python, C++, or similar programming languages; experience with numerical libraries (e.g., NumPy, Pandas, SciPy).
- Solid knowledge of linear algebra, convex optimisation, and stochastic processes.
- Experience with data analysis, machine learning, or factor modelling is a plus.
- Familiarity with market microstructure, transaction cost modelling, and liquidity constraints.
- Excellent communication skills and ability to work collaboratively with investment professionals.
Preferred Experience
- Previous experience in a hedge fund, asset management firm, or proprietary trading environment.
- Exposure to multi-asset portfolios, including equities, fixed income, derivatives, and alternative investments.
- Knowledge of cloud computing and distributed systems for large-scale optimisation.
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