Quantitative Developer / Researcher – Long/Short Equities - London

Octavius Finance is working with an established hedge fund looking to hire a Quantitative Developer / Researcher into a nine person investment team running systematic and quantamental long/short equity strategies.

This is a hybrid investment and development role sitting directly within the investment team. The successful candidate will work closely with the Portfolio Manager, Quant Researcher and investment analysts, helping build the research infrastructure, signals and analytical tools that directly support live investment decisions.

The role would suit a strong buy side Quant Developer or technically minded Quant Researcher who enjoys building robust systems, but also wants meaningful exposure to alpha research, backtesting, portfolio analysis and the wider investment process.

Key Responsibilities:

• Build and maintain research and live investment infrastructure supporting long/short equity strategies.

• Develop data pipelines and tools taking datasets from ingestion through cleaning, transformation and investment use.

• Research, test and validate quantitative equity signals across a broad range of traditional and alternative datasets.

• Work directly with the PM and investment analysts to apply quantitative techniques across stock selection, portfolio construction and investment research.

• Develop backtesting frameworks and analytical tools used to assess signals, strategies and investment ideas.

• Analyse portfolio performance, factor exposures, risk and attribution.

• Help translate research into reliable production tools and workflows used across the investment team.

• Continuously improve the team's research environment, data infrastructure and quantitative investment capabilities.

Candidate Profile:

• Strong experience as a Quantitative Developer, Quantitative Researcher or similar within a hedge fund or asset management environment.

• Buy side equities experience is strongly preferred.

• Strong Python skills and experience building production quality research or investment systems.

• Experience working with equity datasets, signals, backtesting or portfolio analytics.

• A strong understanding of how quantitative research is translated into live investment processes.

• Comfortable working directly with Portfolio Managers, researchers and discretionary investment professionals.

• Interested in combining hands on development with increasing exposure to investment research and strategy development.

This is an opportunity to join a highly experienced investment team where quantitative research and technology sit directly alongside the investment process, with the ability to have a tangible impact on both the research platform and live portfolio.

To apply, please send your CV to

mailto:quantresearch@octaviusfinance.com