Our client, a global top-10 Sovereign Wealth Fund, is looking to hire a Quantitative Research Manager into their Factor & Index Equities team, with a core focus on developing and enhancing Factor strategies
Responsibilities
- Lead quantitative research to design, test and implement systematic factor-based equity strategies across global markets
- Build, maintain and expand the team’s factor library, including definition, construction, validation and ongoing performance monitoring of factors and signals
- Perform advanced statistical analysis on large financial datasets to identify trends, relationships and return drivers to support portfolio construction and risk management
- Develop and enhance financial models, back tests and research tools to support the team’s investment process
- Prepare and interpret detailed factor, style and performance attribution reports, communicating insights to portfolio managers and senior stakeholders
- Partner with technology teams to improve data pipelines, research infrastructure and modelling frameworks
Requirements
- 10+ years of experience in Quantitative Research/Strategies, ideally within Global Asset Managers, Pension Funds, Sovereign Wealth Funds, Endowments or other institutional investors
- Deep expertise in factor investing, systematic equity strategies, and quantitative portfolio construction
- Strong programming skills in Python with the ability to write production-quality research code
- Experience building or maintaining factor libraries, signal research platforms or systematic equity models
- Strong statistical and econometric skills, with hands-on experience working with large datasets
