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Quantitative Researcher (Optimisation)

Thurn Partners
London
5 days ago
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Job Description

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.

...

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