Description & Requirements
Bloomberg’s Index Research group is responsible for the research and development of quantitative indices used for benchmarking and investment strategies. As part of a broader quantitative research organization, the team also contributes to portfolio analytics and sustainability research that serve many of the world’s largest and most sophisticated investors. We operate in a highly collaborative environment with a strong focus on research rigor, practical implementation, and real‑world impact across index and investment applications.
Location: London
Business Area: Product
Reference #: 10051648
What’s the role?
We are seeking a Quantitative Index Researcher (mid to senior level) to join our team. This role is focused on equity index research, with an emphasis on factor‑based strategies, portfolio construction, and methodology design.
The ideal candidate will hold an advanced degree in a quantitative field and have a background in equity quant research. The candidate will combine strong quantitative skills with hands‑on experience in a research‑driven coding environment and a solid understanding of equity factor investing.
Key Responsibilities
- Design, develop, and enhance quantitative equity index methodologies, including factor and multi‑factor strategies
- Conduct empirical research on equity markets, including factor behavior, portfolio construction, and risk characteristics
- Work with large datasets (market, fundamental, and alternative data) to evaluate and improve index performance and robustness
- Collaborate with product and engineering teams to transition research models into scalable production frameworks
- Monitor and refine existing indices, identifying opportunities for improvement and innovation
- Communicate research insights through internal presentations, client discussions, and external publications (e.g., white papers)
Required Qualifications
- Advanced degree in Finance, Economics, Mathematics, Physics, or a related quantitative discipline
- 8+ years of experience in a quant research role focused on equities
- Strong understanding of equity factors, risk premia, and systematic investment strategies
- Demonstrated experience working in a quantitative research and coding environment (proficiency in Python)
Preferred Qualifications
- Self‑drive, attention to detail, and ability to operate effectively in a collaborative team environment
- Excellent written and verbal communication skills, with the ability to present complex ideas clearly to both technical and non‑technical audiences
