Equities Research Quant: Portfolio Construction, Index Creation, AI/ML
Posted on Nov 23, 2021 by Optima Connections
An experienced (4 + year commercial, post-internship), client facing, Research Analyst/Equities Quant Analyst is required by a leading, medium sized firm who is experiencing unprecedented growth backed by sustained revenue generation. They are developing, redesigning new Inidices and developing Machine Learning algorithms and aspirations, developing whole new products from scratch and have 10 x the data available to them as kicking off their Machine Learning Research and analytics reporting application development when you will use/learn Python, guided by more experienced Quant Devs.
They are specifically looking for a person with a strong background in Fund Management and/or sell side product development within Equities from a market and product/technical standpoint. You will join their Research and Analytics group as they grow and diversify into new product areas, focusing on creating and improving primarily Equities and ESG based products, using your cross asset research analysis experience to build both innovative research products and increase penetration within the investment community. The role is both research and communication including representing the firm in meetings, articles, white papers etc.
Some of key areas of your experience will include:
The ability to gauge your level of conversation and both understand and be understood by some leading names in the Interment industry.
Equity Index design from interviewing PMs
Portfolio Contraction (due to it's similarities with Index Construction) risk models
Brader product coaction eg, ESG/SI, Commodities, Structured products and derivatives
climate and ESG portfolios
portfolio optimisation and risk based portfolios, Development of structured products
different asset class in equities (such as REITs, Infrastructure, etc.) as a well as commodities and simple derivatives)
They are interested in talking to people with a strong academic background in Mathematics (Or physics, applied Maths of some form), Masters useful but Phd (whilst welcome) is not required, and 5+ years experience in Quantitative, Multi-Asset Research and Strategy encompassing primarily Equities but with an interest in learning about new areas eg. ESG/SI, derivatives, commodities etc.) and ideally some experience of Alternative or Pricing Indices. To complement your business product understanding, you will have some coding skills in SQL, Matlab and/or Python to enable you to map out and implement new models and develop new Machine Learning modelling applications.
Your background in Fund Management, Portfolio Construction and/or Asset Allocation together with providing top down and bottom up research with be utilised and built upon creating market-pertinent Research, working in close collaboration with the senior management team at Director and Managing Director level. Get early ownership of your new ideas and run with them!
This is a great time to be joining an expanding team, working on new products in a highly successful, global firm.