Quant Developer – Matlab, Python, R, Equities – Asset Management Firm

Oxford Knight
19th November 2018
London, United Kingdom
Job Type
Preferred Academic Qualification
PhD, DPhil
Recruiter/Employer Name
Cajovi Daniel


Quant Developer –  Matlab, Python, R, Equities – Asset Management Firm

Keywords: Matlab, Python, R, Equities, Asset Management

The Company

An asset management firm with approx. £35bn AUM. They strive to deliver investment strategies – within Equities, Fixed Income, Alternatives and more – that are truly differentiated from what is currently available on the market. They describe themselves as ambitious, collaborative, friendly, motivated and open; and believe this approach makes them a good home for developers from a variety of different professional backgrounds e.g. computer science, mathematics, science and finance. The company pride themselves on the quality of their employees and actively seek to attract and retain the best people. They work with some of the most prestigious clients within the finance industry and have won approx. 100 awards in the past 4 years for the quality of their fund managers / teams, as well as performance.

The Role

Working as a Quant Developer within their Global Equity team. The team currently consists of six – incl. fund managers, researchers, and developers – so, there will be great exposure across the entire business. You will be working directly with one of the fund managers and your responsibilities will include equity factor modelling, algorithmic optimisation, back testing and more.

Majority of their code is Matlab. Experience with Matlab is not fundamental – strong technical experience with other mathematical languages e.g. Python or R will be sufficient.


  • Strong academic background (Msc / PhD) from one of the following – Computer Science, Mathematics, Engineering or Physics – or equivalent
  • Strong coding experience (ideally 2 yrs+) in Matlab, Python or R
  • Personal passion for technology / building systems
  • Experience working within Equities on the buy side
  • Experience with two or more of the following: Factor Risk Models, Alpha Models, Optimisation, Backtesting, Data Loading, Data Cleaning, Risk and Return Atrribution


Keywords: Matlab, Python, R, Equities, Asset Management


If you think you are a suitable candidate for the role and would like further info, please contact:

Cajovi Daniel




Keywords: Matlab, Python, R, Equities, Asset Management

Only registered members can apply for jobs.

Related Jobs