Equity Quantitative Analyst – Systematic Strategies

About the role

The team is looking for an Equity Quantitative Analyst to design and launch systematic equity strategies. You will work with proprietary data, modern portfolio construction techniques and collaborate across global equities, multi‑asset and technology groups.

Key responsibilities

• Research and design new systematic equity strategies and products using proprietary data.
• Partner with Portfolio Engineering to implement and productionise quant capabilities.
• Maintain and enhance the existing suite of factor and risk models.
• Conduct independent research projects, producing 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.
• Present systematic capabilities to internal stakeholders and external clients.

Required profile

• Experience in quantitative equity research or portfolio construction.
• Strong knowledge of equity factors, risk models, optimisation and sustainability integration.
• MSc or PhD in a quantitative discipline such as statistics, econometrics or numerical methods.
• Excellent written and verbal communication with high ethical standards.

Required skills

• Python programming (pandas, NumPy).
• Handling large datasets.
• Understanding of modern AI/ML techniques applied to equity portfolios.