Quantitative Analyst Quantitative Analyst …

RPMI Railpen
in London, United Kingdom
Permanent, Full time
Last application, 21 Oct 21
Competitive
RPMI Railpen
in London, United Kingdom
Permanent, Full time
Last application, 21 Oct 21
Competitive
Posted by:
Steve Artingstall • Recruiter
Posted by:
Steve Artingstall
Recruiter
We have an exciting opportunity for a Quantitative Analyst to join the Team in London on a permanent basis.

Would you like to work for one of the UK’s largest and innovative asset owners?

The Railways Pension Scheme 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 purpose if to ‘secure our members’ future’. To achieve this we invest the scheme’s assets to generate strong investment returns over the long term. The unique nature of Railpen purpose and how we go about achieving it offers a wide variety of interesting opportunities for innovation, thought leadership and personal development.

The role

Railpen’s Alternative Risk Premia (“ARP”) team successfully manages £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!

Responsibilities:

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

Requirements:

  • Advanced coding skills, knowledge of statistics
  • Passionate about investment with some experience of quant research
  • Highly numerate, analytical approach to problem solving and excellent attention to detail

Ideal IT Language/Financial Data Skills:

  • Python, SQL
  • S&P CIQ, Compustat, Worldscope
  • Bloomberg, BB API

The person

We seek an individual who is 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.

 

What we can offer you

  • A competitive salary (dependent on experience)
  • 28 days holiday plus 8 days bank holiday and eligibility to join the generous Annual Bonus Plan
  • We provide one of the most competitive defined benefits pension schemes consisting of a 10.5% employee contribution and 17.3% employer contribution and a medical cash plan cover
  • We support hybrid and flexible working along with very generous family leave including 12 months full pay maternity leave and 6 months full pay paternity leave amongst other available benefits.
  • We couple all of the above with a supportive, long-term environment with tremendous opportunities to learn and develop your career.
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