Details.
Full-time role supporting the Research Team across quantitative investment and research activities. Responsibilities include running model updates, data checks, portfolio diagnostics and monitoring processes, investigating data issues, building dashboards and reports, automating recurring research and investment processes, writing reusable code, cleaning and validating financial and economic datasets, and assisting with testing and monitoring systematic strategies. The ideal candidate is technically capable, careful, curious and proactive, with a strong interest in financial markets and quantitative investment. Requirements include a degree in a quantitative discipline or equivalent practical experience, strong MATLAB or Python skills, proficiency with AI coding and research tools such as Claude Code and Codex, and familiarity with version control, documentation and basic software engineering practices. Familiarity with SQL databases, APIs, cloud tools, data pipelines, risk analytics, performance attribution or portfolio analysis would be helpful or advantageous. The role offers broad exposure through direct work with portfolio managers, researchers and economists, alongside benefits including subsidised lunches, a competitive pension plan, hybrid and flexible working, private GP and healthcare, professional development options, clubs and wellness activities, and support for working parents.