Bulge Bracket Investment Banks

Posted 2 months ago

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As an Associate Quantitative Researcher in the International Equity Group, you will research and develop novel alpha signals and enhance return-forecasting and portfolio-construction frameworks for global equity markets, with a focus on reinforcement learning and advanced machine learning. You will apply statistical, econometric, and machine learning methods to large and alternative datasets and work closely with technology teams to integrate models into production. The role involves partnering with portfolio managers and stakeholders to translate research into actionable investment strategies and presenting complex results to both technical and non-technical audiences. This is an early-career position (0–3 years) requiring a PhD in a quantitative discipline and strong Python and ML skills.

Compensation: Not specified
City: London
Country: United Kingdom

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Location: LONDON, LONDON, United Kingdom

Job responsibilities

Research and develop novel alpha signals using traditional and alternative data sources to enhance return forecasting models.

Improve return forecasting models and portfolio construction frameworks for global equity markets, applying reinforcement learning and advanced machine learning techniques.

Apply statistical, econometric, and machine learning methods to large, complex datasets to extract actionable insights.

Collaborate with technology teams to integrate research models into production systems and ensure robust implementation.

Partner with portfolio managers and stakeholders to translate quantitative research into investment decisions.

Stay current with academic and industry developments in quantitative finance, machine learning, and data science.

Present complex research findings clearly to both technical and non-technical audiences.

Contribute to a collaborative team environment and support continuous learning and innovation.

Required qualifications, capabilities, and skills

PhD in machine learning, computer science, statistics, or a related quantitative discipline; specialization in reinforcement learning highly desirable.

0–3 years of experience in quantitative research, data science, or a related field (industry or academic).

Strong programming skills in Python and experience with machine learning libraries.

Familiarity with quantitative modeling, portfolio construction, and equity markets.

Experience working with large, complex, and alternative datasets.

Excellent verbal and written communication skills, with the ability to present complex ideas to technical and non-technical audiences.

Demonstrated ability to work effectively in a team environment.

Strong problem-solving skills, intellectual curiosity, and ability to drive research projects independently.

Preferred qualifications, capabilities, and skills

Experience integrating research models into production investment systems.

Background in developing and implementing reinforcement learning techniques in finance.

Experience collaborating with portfolio managers and technologists.

Track record of publishing or presenting research in quantitative finance or machine learning.

As a Senior Associate Quantitative Researcher in the International Equity Group, you will develop and enhance alpha signals, portfolio construction methodologies, and risk models for global equity markets. You’ll collaborate with portfolio managers, technologists, and researchers to translate research insights into actionable investment strategies. Your work will leverage advanced machine learning, with a focus on reinforcement learning, and contribute to the ongoing evolution of our investment process.

Full Job Description