Senior Buy-Side Quantitative Researcher – London
Octavius Finance London, United Kingdom We are seeking an experienced
Quantitative Researcher
with
10–15 years of experience
in
Alpha Research ,
Portfolio Construction , and
Attribution
across multiple asset classes, including Credit, Rates, FX, Structured Products, and their Derivatives. This is a senior-level position offering the opportunity to lead critical quantitative research initiatives and directly influence investment performance within a leading buy-side investment firm. Key Responsibilities Develop and maintain advanced attribution models and return calculators for various portfolio mandates. Implement and refine methodologies, including risk-adjusted return frameworks such as MPC1. Publish key fixed-income risk and factor analytics, benchmarking results against industry standards. Collaborate with portfolio managers, desk analysts, and the CIO to develop attribution models, factor analyses, and optimization strategies. Oversee daily operational processes and ad hoc tasks to ensure smooth execution. Qualifications and Skills Education : PhD preferred, MSc required in a quantitative field (e.g., Mathematics, Finance, Computer Science, or Engineering). Quantitative Expertise :
Deep knowledge of statistical theory and methods, including PCA, linear/quadratic/mixed-integer optimization, classification, feature identification and selection, and multivariable regressions. Strong understanding of their practical applications, best practices, and optimization techniques. Proven experience in developing risk models, such as VaR, for risk reporting and portfolio optimization.
Technical Proficiency :
Advanced programming skills in Python, C++, and/or Java. Proficient in creating dashboards and visualizations using Tableau or similar tools. Significant experience in Credit, Rates, FX, Structured Products, and Derivatives.
Why Join? Leadership Role : This senior position allows you to leverage your expertise to shape investment strategies and drive innovation. Collaborative Environment : Work closely with portfolio managers and senior investment leaders to develop impactful tools and strategies. Innovative Work : Be part of a team at the forefront of applying advanced statistical and optimization methods to investment challenges. Please reach out to
quantresearch@octaviusfinance.com
#J-18808-Ljbffr
Octavius Finance London, United Kingdom We are seeking an experienced
Quantitative Researcher
with
10–15 years of experience
in
Alpha Research ,
Portfolio Construction , and
Attribution
across multiple asset classes, including Credit, Rates, FX, Structured Products, and their Derivatives. This is a senior-level position offering the opportunity to lead critical quantitative research initiatives and directly influence investment performance within a leading buy-side investment firm. Key Responsibilities Develop and maintain advanced attribution models and return calculators for various portfolio mandates. Implement and refine methodologies, including risk-adjusted return frameworks such as MPC1. Publish key fixed-income risk and factor analytics, benchmarking results against industry standards. Collaborate with portfolio managers, desk analysts, and the CIO to develop attribution models, factor analyses, and optimization strategies. Oversee daily operational processes and ad hoc tasks to ensure smooth execution. Qualifications and Skills Education : PhD preferred, MSc required in a quantitative field (e.g., Mathematics, Finance, Computer Science, or Engineering). Quantitative Expertise :
Deep knowledge of statistical theory and methods, including PCA, linear/quadratic/mixed-integer optimization, classification, feature identification and selection, and multivariable regressions. Strong understanding of their practical applications, best practices, and optimization techniques. Proven experience in developing risk models, such as VaR, for risk reporting and portfolio optimization.
Technical Proficiency :
Advanced programming skills in Python, C++, and/or Java. Proficient in creating dashboards and visualizations using Tableau or similar tools. Significant experience in Credit, Rates, FX, Structured Products, and Derivatives.
Why Join? Leadership Role : This senior position allows you to leverage your expertise to shape investment strategies and drive innovation. Collaborative Environment : Work closely with portfolio managers and senior investment leaders to develop impactful tools and strategies. Innovative Work : Be part of a team at the forefront of applying advanced statistical and optimization methods to investment challenges. Please reach out to
quantresearch@octaviusfinance.com
#J-18808-Ljbffr
