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Date Added: Tue 06/09/2022

Quantitative Research Analyst

London, UK
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Company: OMNI RMS

Job Type: Permanent, FullTime

Salary: Salary negotiable

The Universities Superannuation Scheme (USS) has circa 396,000 members, and over £60 billion in assets, we’re one of the largest private pension schemes in the UK and in the top 50 worldwide. Established in 1974, we’re entrusted by over 350 higher education sector employers to manage and administer the pension scheme and its investments through our two companies, Universities Superannuation Scheme Limited and USS Investment Management Limited.

Our purposeWorking with Higher Education employers to build a secure financial future for our members and their families.

The roleThis individual will be a senior member of the quantitative equities team, specifically focussing on machine learning and less traditional quantitative research. As well as proposing and delivering research, they will also be expected to contribute to the build-out of a new quantitative research platform to enable more efficient production and distribution of investment intelligence across the organisation. They will work closely with data engineers, developers, analysts, and portfolio managers across the equities department to define novel insights and ensure the appropriate data and infrastructure is available to deliver them.

Key responsibilities
• Work with other front office equities and credit investment teams to define areas of research and relevant datasets to analyze and onboard.
• Work with our data engineer to ensure data is available in the most efficient way for use in quantitative research.
• Combine financial, market and alternative data to propose and deliver novel insights to investment teams using Machine Learning / Artificial Intelligence (ML / AI).
• Integrate quantitative signals into stock-level research and portfolio construction models for both quantitative and traditional portfolio managers.
• Write effective documentation and research reports communicating complex quantitative topics and relationships effectively to non-technical stakeholders.

Your experienceKey Competencies:
• First class or 2:1 degree in a STEM subject (or similar) from a top tier university, ideally with a post-graduate qualification in data science and/or financial research.
• Expert Python skills including data manipulation libraries such as Pandas and NumPy.
• Experience developing ML / AI models in Python using time series data with a familiarity with the underlying algorithms and processes used in various models.
• Prior experience in a quantitative equity research function, ideally on the buy-side.
• Ideally experience developing quantitative research tools such as backtesting engines, returns analysis frameworks and/or portfolio optimization tools.
• Ideally a familiarity with cloud data environments such as Snowflake or Databricks, and deploying ML models to productions with tools such as PySpark.General Skills and Experience:
• Ability to think independently and own technical decisions.
• Fast learner with a natural curiosity of new technologies and approaches.
• Excellent data communication skills, written or verbal.
• Strong compliance culture and high personal ethical standards.

USSIM is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees. We recognise the diverse lifestyles and priorities of our employees and have reflected this in in the company’s Flexible Working Framework, which, wherever possible, supports employees to find a balance that works for them whilst ensuring we always put our members’ interests first.

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