Quant Investment Strategist – London

About the role

This position is part of a leading European ETF and systematic investment platform’s European Research team in London. The Quant Investment Strategist will develop systematic investment strategies and conduct quantitative research that directly informs ETF design, portfolio solutions, and client‑facing insights across European markets.

Key responsibilities

• Support day‑to‑day quantitative analysis and strategy development for equities, macro, commodities, and multi‑asset strategies.
• Design, test, and scale systematic investment ideas using Python and SQL.
• Build and enhance data infrastructure and research tools.
• Analyse financial and alternative datasets, applying machine‑learning techniques where appropriate.
• Produce high‑quality, client‑ready research reports that clearly articulate investment rationales.
• Collaborate with product, sales, and marketing teams to increase research visibility across Europe.

Required profile

• 2+ years of experience in quantitative research, systematic investing, asset management, or index research.
• Strong programming ability in Python and SQL.
• Solid grounding in financial mathematics, derivatives, and portfolio theory.
• Experience working with financial or alternative datasets.
• Master’s degree (or equivalent) in Finance, Mathematics, Computer Science, Engineering, or a related quantitative discipline.
• Familiarity with Bloomberg, Morningstar, or similar market data platforms.
• Exposure to machine‑learning or data‑science techniques is highly desirable.

Required skills

• Python
• SQL
• Bloomberg
• Morningstar
• Machine learning