Octavius Finance is exclusively partnering with a leading global asset manager as it continues to expand its systematic investment capabilities and establish a new quantitative investment team in the Middle East.

As part of this strategic build-out, the firm is seeking to hire a Systematic Equity Quantitative Researcher to join a high-performing systematic equities platform. This is a rare opportunity to join at an early stage, helping to build a new team and investment capability while benefiting from the resources, infrastructure and track record of an established global investment business.

Working directly with a senior Portfolio Manager, you will contribute to the research, development and enhancement of systematic equity investment strategies across global equity markets. The successful candidate will play a key role in shaping the team's research agenda, investment process and long-term growth as the platform expands across the region.

The role offers exposure across the full research lifecycle, from idea generation and signal discovery through to portfolio construction, implementation and ongoing strategy enhancement.

Key Responsibilities

• Research, develop and enhance systematic equity alpha signals across global equity markets.

• Generate and test new investment hypotheses using both traditional and alternative datasets.

• Conduct rigorous backtesting, validation and performance analysis of quantitative models.

• Contribute to portfolio construction research, risk modelling and optimisation processes.

• Work closely with the Portfolio Manager to identify and implement new sources of alpha.

• Develop robust and scalable research infrastructure and analytical tools.

• Analyse large and complex datasets to uncover predictive investment insights.

• Collaborate with quantitative researchers, portfolio managers and technology teams to support strategy development.

Requirements

• 3+ years' experience in quantitative research, systematic investing or quantitative equity strategies.

• Strong understanding of systematic equity investing, factor models, portfolio construction and alpha research.

• Experience researching and developing quantitative investment signals.

• Advanced programming skills in Python and experience working with large datasets.

• Strong statistical and analytical skills with a research-driven mindset.

• MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics or a related quantitative discipline preferred.

• Experience within an asset manager, hedge fund, proprietary trading firm or quantitative investment platform would be advantageous.

• Ability to communicate complex quantitative concepts clearly and effectively.

Backgrounds of interest may include Quantitative Researcher, Systematic Equity Researcher, Quant Researcher, Equity Quantitative Analyst, Quantitative Investment Researcher or Factor Researcher.

Additional Information

• Opportunity to join a newly established systematic investment team at an early stage of its growth.

• Direct exposure to an experienced systematic equity Portfolio Manager and global investment platform.

• Opportunity to help build and shape a long-term systematic investment capability in the Middle East.

This is an excellent opportunity for a quantitative researcher looking to combine the resources and infrastructure of a leading global investment firm with the opportunity to play a meaningful role in building a new systematic investment team from the ground up.

To apply, please submit a copy of your Word CV to

mailto:quantresearch@octaviusfinance.com