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The team are responsible for providing quantitative expertise for the management of fundamental equity portfolios therefore as a quantitative researcher you will be engaged in a number of tasks including Portfolio construction, optimsation and Multi-Factor modelling.
You will be working in a highly skilled and dedicated quant research group. The team use quantitative methods to build models recommending stocks to analysts, based on a history of alpha-generating trade decisions. You will be responsible for the full process from start to finish - formulating the research question, data assembling from raw data in SQL, data exploration, evaluation of a range of models and implementation
Your Responsibilities will include:
Develop quantitative models across a broad range of applications, from equity valuation models to risk management and portfolio construction
Perform data driven investment research and work closely with different investment teams and portfolio managers to add value for clients
Enhance the alpha generating capabilities by leveraging on developments in technology and data such as machine learning and alternative data sources
Back-testing of Equity Performance Indicators and Quantitative strategies
Developing quantitative stock screens for idea generation