We are partnering with a leading asset manager in London to hire a Quantitative Equity Researcher with 4–8 years of experience to join their high-performing systematic investment team.

This is a unique opportunity to work directly with the Portfolio Manager, who also leads the fund’s quantitative strategy. The role offers a clearly defined path to portfolio management and meaningful involvement in long-term, global equity strategies, with typical holding periods of 6–12 months or more.

The successful candidate will play a key role in alpha research, strategy development, and portfolio construction, all within a collaborative and intellectually rigorous environment.

Responsibilities:

• Conduct quantitative research to identify and validate alpha signals in global equity markets.
• Contribute to the design and refinement of stock selection models and portfolio construction tools.
• Develop and support systematic strategies, including smart beta, thematic, and custom client baskets.
• Work closely with the Portfolio Manager to translate research insights into investable strategies.
• Build infrastructure to support strategy testing, implementation, and performance monitoring.

Requirements:

• 4–8 years of experience in a quantitative research role, with strong exposure to equity markets.
• A solid track record in stock selection modelling and portfolio construction.
• Proficiency in Python and SQL, with the ability to build scalable research tools.
• Excellent academic background, ideally with a MSc or strong BSc in mathematics, engineering, computer science, finance, or a related quantitative field.
• Strong communication skills and genuine interest in progressing toward a money management role.

This is a rare opportunity to join an ambitious, well-resourced investment team where your research will directly influence investment decisions and where long-term career growth is actively supported.

To apply, please send your CV in Word format to quantresearch@octaviusfinance.com