Quant Analyst

Our consultancy client are looking for an experienced Quant Analyst to work on a project with one of their private banking/wealth management clients. You will be working to quantify a portfolio and signal impact of data changes, including backtesting, drift analysis and rebalancing implications. The scope explicitly includes signal and portfolio impact, rebalancing optimisation and backtest replication.

You will compare current vs target data effects on scores and signals and run or support backtests and drift analysis. Quantify holdings impact, tracking error, turnover and costs and assess factor, sector and geography changes whilst helping build the portfolio impact pack and executive summary.

You must have extensive experience as a Quant and investment analytics or systematic research experience along with strong Python and SQL. From an asset-management or systematic-investing background and be familiar with portfolio analytics, factor models and backtesting.

You will need to be on site 3 days a week and the role will be inside IR35.