Quant Equity Analyst – Systematic Equities | Investment Management Firm
Location: London
Compensation: £130k + Competitive Bonus & Benefits
Work Arrangement: Hybrid (3 days in the office, 2 WFH)
We are working with an active investment management firm offering an exciting opportunity for a Quant Equity Analyst. The ideal candidate will have a strong background in Python programming and systematic equities experience, combined with a passion for Risk and Research.
This is a chance to work in a collaborative quant research environment and contribute to the development of new quantitative risk analytics and innovative investment strategies.
While experience in systematic equities is preferred, candidates with a strong quantitative background who have some knowledge of factor modelling, statistical analysis of systematic long/short equity strategies, or related areas are also encouraged to apply.
Key Responsibilities:
- Monitor and manage risk across the firm’s investment strategies, collaborating with teams to address risk issues as they arise.
- Assist in expanding the firm’s risk framework and enhancing the risk analytics infrastructure, including developing internal risk models and related code.
- Conduct quantitative research on new risk management techniques, identifying opportunities for innovation in risk measurement.
- Contribute to broader awareness of risk management practices across the organization, supporting the development of a strong risk culture.
- Report key risk data and analysis to both internal and external stakeholders, ensuring transparency and accountability.
- Train and support other members of the risk team and provide risk management insights to different departments within the firm.
Key Skills & Experience:
- 3-5 years of experience in risk management or quantitative research, with at least 2 years focused on systematic equities (e.g., equity market neutral, high-frequency trading, or short-term strategies).
- A deep understanding of financial markets and asset classes, especially equities.
- Advanced knowledge of portfolio risk modelling and risk management techniques.
- Strong Python programming skills, or similar programming language proficiency.
- Excellent communication skills, with the ability to translate complex data into actionable insights for senior stakeholders.
- A strong academic background, with a Master’s degree or equivalent in a highly mathematical subject (e.g., mathematics, physics, or quantitative finance).
This is a permanent role based in London, offering a dynamic, friendly team environment with an excellent work-life balance. Apply today for a confidential chat and learn how you can contribute to a growing, innovative team.
Contact: tg@barclaysimpson.com