Quantitative Investment, Quant Developer/Modeller, Buyside

  • Competitive
  • London, England, Großbritannien London England GB
  • Festanstellung, Vollzeit
  • Non-disclosed
  • 18 Aug 18 2018-08-18

We are working with a leading Asset Management firm with a strong reputation in the quantitative investment market who are looking to add a quantitative developer / modeller in London. The team is renowned for being at the forefront of performance and innovation in systematic investing on the buyside and have a strong and sustained track record of performance. The team are looking to hire quant developer / modeller to work on improving their current platform as well as leading new projects to innovate from scratch.

Our client is a multi-asset, independent, quantitative investment team that sits within a leading asset management firm. This team manages significant AUM over a broad range of systematic strategies. The role will involve developing a robust quant platform, including working with various data science teams to harness the latest in machine learning and artificial intelligence (AI) technologies into the investment process. The remit of this position is broad and includes both significant coding and modelling work. The successful candidate will have an excellent background in building quantitative platforms and is likely to have 3-5 years experience in a relevant role. With a broad remit in an innovative space it is essential to be disciplined in the development approach to ensure the platform is both efficient and scalable. It is important that the candidate has a strong understanding and passion for financial markets alongside strong developmental skills as the role will be working closely with quantitative portfolio managers (Quant PM’s) and quant strategists. The meritocratic and collaborative nature of this team means this is a role with a greater investment focus than similar roles elsewhere which in turn leads to opportunities to progress into an investment role in the future.



  • Strong programming skills with a statistical programming language (R, Matlab, Python etc)
  • 3-5 years experience working in a modelling focused quant development role within the systematic investment market
  • Database creation and management expertise
  • Knowledge of quantitative investment techniques (risk modelling and factor research in particular)
  • Design and implementation of end to end platforms
  • Experience working with analytical package (e.g. Factset)
  • Excellent academic background (higher degree in a quantitatively focused subject)
  • Data Science / Machine Learning experience preferable (databases/data visualisation)
  • Strong communication skills and comfortable working in a dynamic, meritocratic environment