About this role
Responsibilities
Research and design new systematic equity strategies and products using proprietary data and modern portfolio construction. Partner with Portfolio Engineering to implement and productionise equity quant capabilities. Enhance and maintain the existing suite of factor and risk models. Run standalone research projects culminating in white papers and client-facing presentations. Improve the shared research platform, tools and data workflows. Collaborate with colleagues across equities, multi-asset, distribution and technology teams globally. Showcase and explain systematic capabilities to internal stakeholders and external clients. Requirements
Experience in quantitative equity research and/or portfolio construction. Knowledge of equity factors, risk models, optimisation, sustainability integration and portfolio construction techniques. MSc or PhD in a quantitative field (e.g., statistics, econometrics, numerical methods). Strong Python skills (pandas, NumPy) and proficiency with large datasets. Understanding of modern AI/ML techniques applied to equity portfolios. Excellent written and verbal communication. Self-starter with commercial awareness and high ethical standards.