Description

Job Title: Portfolio Optimisation Quant

Location: London
Employment Type: Full-Time

About the Role

We are seeking a highly skilled Portfolio Optimisation Quant to join our investment team. The successful candidate will play a key role in designing, implementing, and maintaining portfolio construction and optimisation frameworks that enhance risk-adjusted returns across multiple strategies. This is an opportunity to work in a dynamic, fast-paced environment where quantitative innovation drives investment decisions.

Key Responsibilities

• Develop and maintain portfolio optimisation models using advanced quantitative techniques (e.g., mean-variance optimisation, risk parity, factor-based approaches).
• Implement risk management frameworks, including stress testing, scenario analysis, and liquidity constraints.
• Collaborate with portfolio managers and researchers to integrate optimisation tools into the investment process.
• Analyse large datasets to identify patterns, correlations, and actionable insights for portfolio construction.
• Enhance existing optimisation algorithms to incorporate transaction costs, turnover constraints, and regulatory requirements.
• Build and maintain production-level code for optimisation systems in Python/C++ or similar languages.
• Monitor and improve performance attribution and risk decomposition across portfolios.
• Stay up-to-date with academic research and industry best practices in portfolio theory and quantitative finance.

Required Skills & Qualifications

• Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Statistics, Computer Science, or related field.
• Strong understanding of portfolio theory, optimisation techniques, and risk management principles.
• Proficiency in Python, C++, or similar programming languages; experience with numerical libraries (e.g., NumPy, Pandas, SciPy).
• Solid knowledge of linear algebra, convex optimisation, and stochastic processes.
• Experience with data analysis, machine learning, or factor modelling is a plus.
• Familiarity with market microstructure, transaction cost modelling, and liquidity constraints.
• Excellent communication skills and ability to work collaboratively with investment professionals.

Preferred Experience

• Previous experience in a hedge fund, asset management firm, or proprietary trading environment.
• Exposure to multi-asset portfolios, including equities, fixed income, derivatives, and alternative investments.
• Knowledge of cloud computing and distributed systems for large-scale optimisation.