At a Glance
- Tasks: Lead quantitative research to develop and enhance factor-based equity strategies globally.
- Company: Join a top-10 global Sovereign Wealth Fund with a focus on innovation.
- Benefits: Attractive salary, comprehensive benefits, and opportunities for professional growth.
- Other info: Dynamic team environment with a focus on collaboration and advanced statistical analysis.
- Why this job: Make a significant impact in finance by shaping investment strategies with cutting-edge research.
- Qualifications: 10+ years in Quantitative Research with expertise in factor investing and strong Python skills.
The predicted salary is between 90000 - 110000 £ per year.
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.
Quantitative Researcher, Factor Investing, Middle Eastern SWF - Role based in the GCC employer: Delta Executive Search
As a leading recruitment firm, we pride ourselves on fostering a dynamic and inclusive work culture that prioritises employee growth and development. Our Global Public Fixed Income Team Lead role offers the opportunity to lead a talented team while collaborating with diverse internal stakeholders in a supportive environment. With competitive benefits and a commitment to professional advancement, we provide a rewarding career path for those looking to make a significant impact in the financial sector.
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We think this is how you could land Quantitative Researcher, Factor Investing, Middle Eastern SWF - Role based in the GCC
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