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- Tasks: Join a top L/S equity hedge fund as a Quant Researcher, analyzing risk factors and building custom models.
- Company: Work with a successful Fundamental Equity Market Neutral Fund known for exceptional performance.
- Benefits: Collaborate in a dynamic environment with a world-class PM and senior leadership team.
- Why this job: This is your chance to innovate in a cutting-edge fund using AI/ML for uncorrelated alpha.
- Qualifications: 2-5 years in equity long/short, strong Python skills, and experience with vendor models required.
- Other info: Role based in London or New York/CT; direct reporting to PM and COO.
The predicted salary is between 43200 - 72000 £ per year.
Role to be based in London Or New York/CT.
We are exclusively partnered with a highly successful Fundamental Equity Market Neutral Fund to identify an experienced Quant researcher to join their team. This is a unique opportunity to work directly with a world-class PM and senior leadership team in a collaborative and innovative environment.
Required:
- 2-5 years’ Minimum experience working in the Equity long/short alpha space
- Good knowledge on Risk Factors with experience working with vendor models such as Barra/Axioma
- Experience analysing position exposures and building custom factors to explain any common themes or Macro Events.
- Experience working with optimisers and portfolio construction techniques
- Strong Python experience
Would be helpful:
- Experience at a Multi-manager
- Understanding risk for single-industry L/S portfolios
- Experience analysing TCA reports and suggesting areas for potential execution improvement
- Experience building fundamental equity trade tool analysis such as timing, sizing, catalyst, correlation
This is a great opportunity to:
- Work with a PM renowned for their exceptional performance, including a Sharpe ratio >2 and a history of top-tier results at leading hedge funds.
- Collaborate with a highly talented team across investment, quantitative research, and data engineering functions.
- Join a fund that combines deep fundamental analysis with a cutting-edge approach to data processing and AI/ML to generate uncorrelated alpha.
This role is based in London and reports directly to the PM (also CIO) and COO.
To apply please reach out to quantresearch@octaviusfinance.com
Equity Quant Researcher - Top L/S Equity Hedge fund employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Equity Quant Researcher - Top L/S Equity Hedge fund
✨Tip Number 1
Make sure to showcase your experience in the equity long/short alpha space during networking events or conversations. Connect with professionals in the industry on platforms like LinkedIn and engage in discussions about market trends and risk factors.
✨Tip Number 2
Familiarize yourself with vendor models such as Barra and Axioma, and be prepared to discuss how you've utilized these tools in your previous roles. This knowledge will help you stand out when speaking with potential colleagues or during interviews.
✨Tip Number 3
Join relevant online forums or groups focused on quantitative research and hedge funds. Engaging with others in the field can provide insights into current challenges and innovations, which you can reference in conversations with the hiring team.
✨Tip Number 4
If you have experience with portfolio construction techniques and optimizers, consider creating a small project or case study that demonstrates your skills. This can serve as a great talking point during interviews and show your proactive approach to problem-solving.
We think you need these skills to ace Equity Quant Researcher - Top L/S Equity Hedge fund
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in the equity long/short alpha space. Emphasize your knowledge of risk factors and any relevant vendor models you've worked with, such as Barra or Axioma.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the opportunity to work with a world-class PM. Mention specific experiences that demonstrate your skills in portfolio construction techniques and Python programming.
Showcase Relevant Projects: If you have experience analyzing position exposures or building custom factors, include specific examples in your application. Highlight any projects where you improved execution through TCA reports or developed fundamental equity trade tools.
Highlight Collaborative Experience: Since the role emphasizes collaboration within a talented team, mention any past experiences where you successfully worked with cross-functional teams, particularly in investment, quantitative research, or data engineering.
How to prepare for a job interview at Octavius Finance
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative research in the equity long/short space. Highlight specific projects where you've utilized Python for data analysis and portfolio construction techniques.
✨Demonstrate Knowledge of Risk Factors
Familiarize yourself with common risk factors and vendor models like Barra or Axioma. Be ready to explain how you've analyzed position exposures and built custom factors in previous roles.
✨Discuss Collaboration Experience
Since this role involves working closely with a PM and senior leadership, share examples of how you've successfully collaborated with teams in the past. Emphasize your ability to work in a collaborative and innovative environment.
✨Prepare for Technical Questions
Expect technical questions related to optimizers, portfolio construction, and TCA reports. Brush up on these topics and be ready to suggest areas for potential execution improvement based on your analysis.
