Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President
On-site · London, England, United Kingdom
Job Summary
VP Quantitative Strategist in Cross-Asset Risk Premia Research leads innovative research in cross-asset risk premia strategies, contributes to and originates periodic and dedicated research publications focused on systematic strategies, and collaborates with internal sales and structuring teams. The role involves presenting research findings to external clients and participating in client meetings, with strong emphasis on leveraging Python, machine learning, and big data to deliver rigorous quantitative insights. Ideal candidates have a Master’s or Ph.D. in a quantitative field, solid research or buy-side/IB experience, excellent coding in Python, and proven communication and writing skills; additional experience in quant fixed income and/or credit strategies is a plus. The role notes UK regulatory fitness and propriety assessment and may require FCA/PRA considerations for the successful candidate.
Required Qualifications
- Master’s or Ph.D. degree in a quantitative subject
- Strong quantitative and analytical skills
- Previous experience in a research or structuring department of an investment bank or relevant buy-side experience
- Excellent coding skills in Python
- In-depth knowledge of machine learning and big data
- Strong communication, presentation, and writing skills
- Team-player attitude
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