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.