Company: Globally leading, fully systematic equity stat-arb business.

Location: London, United Kingdom.

Brief: The firm's specialist portfolio optimisation and construction team is seeking an additional researcher to expand its optimisation and alpha research capabilities.

Responsibilities:

• Develop and enhance portfolio optimisation and construction frameworks for systematic equity portfolios.
• Perform alpha research to generate, test, and productionise predictive equity signals and strategies.
• Design and implement risk models and factor constraints.
• Integrate alpha forecasts, risk estimates, and liquidity constraints into scalable optimisation pipelines.
• Research on turnover, capacity, and execution-aware portfolio construction.
• Work collaboratively across the firm to deploy strategies into live trading.

Requirements:

• MSc or PhD in a quantitative discipline (mathematics, statistics, machine learning, physics, engineering).
• Strong foundation in statistics, optimisation, and equity market microstructure.
• Advanced programming skills in Python.
• Prior experience in buy-side quant research across systematic equities.