Michael Page Hiring! Full Time Quantitative Researcher in - Ricebowl

• Exciting newly created role to grow the portfolio
• Competitive remuneration package with good culture and benefits
  
  

About Our Client

Our client is a family investment vehicle and one of the most active private equity investors which is actively investing in diverse sectors in all stages of a company and is part of a conglomerate group.

Job Description

• Build, test, and validate quantitative investment models using rigorous mathematical, statistical, and computational methods.
• Support the development of systematic equity strategies, including factor-based models, statistical arbitrage, and relative-value approaches.
• Assist in research on derivatives-based strategies, including options pricing, volatility modelling, and hedging.
• Formulate and empirically test research hypotheses, distinguishing robust insights from statistical noise and data-mining biases.
• Acquire, clean, process, and analyse financial, market, and alternative datasets, converting raw data into reliable analytical inputs.
• Build and run back-tests that incorporate realistic transaction costs, market impact, and trading constraints, and check out-of-sample performance and overfitting risk.
• Write reliable, reproducible, and well-documented research code and maintain the team's analytical tools.
• Prepare portfolio and risk analytics covering performance, factor exposures, concentration, liquidity, and market risk.
• Support quantitative due diligence on external fund managers and investment products.
• Prepare clear research notes, technical documentation, and presentations, and present findings and model limitations to the investment team.
  
  

The Successful Applicant

• A master's degree from a reputable university in a highly quantitative discipline such as mathematics, applied mathematics, statistics, physics, computer science, engineering, operations research, finance, or a related field.
• Relevant experience in quantitative research, systematic investing, trading, asset management, derivatives, or financial technology. Strong recent graduates with relevant research or internship experience will be considered.
• A background in economics, finance, financial engineering, or econometrics is desirable but not essential for candidates with exceptional mathematical and computational abilities.
• Strong foundation in mathematics, probability, statistics, linear algebra, and optimisation.
• Strong programming skills, preferably in Python (C/C++ an advantage), with experience in data analysis and statistical or scientific libraries.
• Working knowledge of statistical inference, regression, and time-series analysis; exposure to econometrics or machine learning is an advantage.
• Understanding of out-of-sample testing, look-ahead bias, survivorship bias, and overfitting in investment research.
• Familiarity with version control, reproducible research practices, and working with large datasets.
• Interest in financial markets; familiarity with options, factor models, or portfolio optimisation is an added advantage.
• Clear written and verbal communication, with the ability to explain technical results simply.
  
  

What's On Offer

• Exciting opportunity to join an investment office to grow their portfolio
• Competitive remuneration package with good culture and benefits
• Great exposure to global markets and multi asset classes
  
  

If your quantitative research experience matches this role, please apply.

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