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Quantitative Analyst

Employer
RPMI Railpen
Location
London, United Kingdom
Salary
Competitive
Closing date
Oct 21, 2021

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Would you like to work for one of the UK's largest and most advanced Asset Owners?

The Railways Pension Scheme ("Railpen") is one of the UK's largest and longest established pension funds. Railpen is responsible for the safekeeping and investment of circa £30bn on behalf of the scheme's 350,000 members who are connected to the railway industry. Our mission is to pay our members' pensions securely, affordably and sustainably. To achieve this we invest the scheme's assets to generate strong investment returns over the long term. The unique nature of Railpen offers a wide variety of interesting opportunities for innovation, thought leadership and personal development. We encourage people to challenge each other and explore unconventional ideas. We offer support and encouragement whilst giving each other the space to learn from our mistakes. We listen and take time to understand other people's ideas and what they do, and what we need from each other to be at our best. We are a team that understands the role we all play and the value we create. We communicate openly and honestly, and have realistic expectations of each other. We know how to get things done, and done well. We trust and respect each other, recognising the whole is greater than the sum of the parts, and ensure the efforts and performance of everyone are recognised and rewarded.

Quantitative Analyst

Railpen's Alternative Risk Premia ("ARP") team successfully manages c.£11bn invested across a range of systematic global equity portfolios that utilise factors like value, quality, momentum and low volatility.

These strategies have been developed entirely internally with the freedom to focus on maximising long term absolute returns, without worrying about short term relative performance or marketing.

We seek a junior analyst - passionate about investment, crunching data and writing in Python - to support the existing team of portfolio managers and data analysts.

Expect to get your hands dirty working on all sorts of exciting (and some less exciting) areas such as L/S equity, NLP text analysis, quant credit and liquid beta.

More broadly you'll be involved in research projects, helping to develop new investment strategies and systems/apps to support our existing investment strategies.

The ideal candidate will have a strong interest in equities/credit, quantitative research/statistics and Python.

In return, you'll get a competitive remuneration package and a supportive, long-term environment with tremendous opportunities to learn and develop your career - plus the satisfaction of working for a higher purpose than simply making money.

Quant Analyst Profile

Responsibilities
  • Research new/improve existing factor models
  • Assist with managing internal equity portfolios
  • Develop tools/systems to improve internal equity management


Requirements
  • Master's degree/CFA or higher in Finance, Computer Science, Economics or a Quantitative field
  • Advanced coding skills, knowledge of statistics
  • Passionate about investment
  • Highly numerate, analytical approach to problem solving and excellent attention to detail
  • Some experience in quant research/portfolio management


Ideal IT/Financial Data Skills
  • Python
  • SQL
  • S&P CIQ, Compustat, Worldscope
  • Bloomberg, BB API

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