Quantitative Investment Strategist in London

This is a mid-level role supporting the Quantitative and broader Investment Management teams at Seven Investment Management. The role has a strong emphasis on portfolio construction within a multi-asset framework. The new hire will be responsible for strategy selection, design, and sizing within our liquid alternatives sleeve, including quantitative investment strategies (QIS) developed by sell-side counterparties. The new hire will also be contributing to the evolution and maintenance of internally developed alpha-generating strategies, drawing on financial literature and their own market knowledge.

There is also a secondary focus on providing technical skills to manage data and build tools to improve the quality and scalability of the team’s investment process. Although some level of programming experience is important, more important is an enthusiasm to apply and learn new skills relating to quantitative approaches to portfolio management. Over time, the role is expected to focus increasingly on developing models, tools and thought leadership, rather than supporting others in their production. Eventually, this should include taking investment risk and proposing portfolio actions based on quantitatively defined rationales.

Responsibilities

• Support Strategy team members in developing tools to help guide asset allocation, contributing to the ongoing development of the Strategic Asset Allocation (SAA), Tactical Asset Allocation (TAA) and Liquid Alternatives components of 7IM’s multi-asset investment process.
• Support the Strategy and Portfolio Management teams with ad hoc requests in support of research projects and thought leadership.
• Support the ongoing development of our quantitative investment platform.
• Manage the team’s data creation and storage, ensuring all target-position data is uploaded in a timely fashion and integrity is maintained to the highest standards.
• Support the creation of model portfolios by supplying data to the PMs on a variety of asset risk and static data.
• Support the portfolio management team in the execution of fund trades.
• Subscribe to 7IM’s VPVPs and other Treating Customers Fairly (TCF) and SMCR requirements.

About You

Knowledge

• An interest in investment management, including asset allocation and the quantitative implementation of investment views.
• Keen to develop an understanding of investment portfolio theory, portfolio construction and risk techniques in a multi-asset context.
• Knowledge of visualisation tools such as PowerBI and Web applications preferred.
• Experience of sell-side QIS strategies preferred.

Qualifications

• A Master’s degree, or a strong undergraduate degree in a subject with quantitative content, is preferred.
• Preferably gained, or working towards gaining, the CFA or equivalent.

Skills

• Ability to develop judgement and formulate investment actions.
• Ability to work as part of a team and adapt to the changing needs as appropriate.
• Be able to understand, interpret and replicate financial academic literature.
• An enquiring and curious mind willing to learn new skills and adapt to new tasks.
• Comfortable working with large amounts of data, including querying and uploading data (preferably using an Azure-based stack).
• Comfortable communicating complex investment concepts to both internal and external stakeholders.
• Experience in Python, preferably in a commercial setting or as part of academic studies.
• Some experience using git and/or software development lifecycle tools preferred.
• Some experience of Azure tools preferred.

Other relevant information

This role reports to a Senior Quantitative Investment Strategist.