Senior Quant Research - Portfolio Optimisation
Senior Quant Research - Portfolio Optimisation Location: London Contract: 6 monthsWork Setup: Hybrid - 3 days in the office Who We Are Vanguard is one of the world's leading investment management companies, committed to helping investors achieve long-term financial success. Known for its low-cost, client-first approach, Vanguard offers a broad range of investment solutions including funds, ETFs, and retirement services to individuals and institutions worldwide.What you'll do* Lead advanced research in mathematical optimisation and quantitative modelling for investment strategies* Design, implement, and deploy scalable analytics solutions within production environments* Apply and enhance portfolio construction techniques including MPT, Black-Litterman, factor models, and mixed-integer optimisation* Build robust evaluation frameworks incorporating out-of-sample testing, simulation, and backtesting* Translate academic research into practical applications while collaborating closely with investment and technology teams What you bring* Degree in a STEM discipline with strong grounding in mathematics, optimisation, information theory, and quantitative modelling; postgraduate study or equivalent industry experience advantageous* Professional experience as a Data Scientist within quantitative analytics or research-led environments* Advanced Python programming skills for quantitative modelling and analytics, ideally within platforms such as SageMaker or Databricks* Strong understanding of portfolio construction approaches including MPT, Black-Litterman, factor models, and optimisation techniques* Experience working with investment management data, simulation methodologies, and backtesting frameworks* Ability to interpret academic research and communicate complex technical concepts to both technical and non-technical stakeholders What's Next If you are ready to take the next step, apply now! Successful applicants will be contacted directly by a recruiter to discuss the role more.
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This position is being recruited on behalf of our client through our Outsourcing service line. Resource Solutions Limited, trading as Robert Walters, acts as an employment business and agency, partnering with top organizations to help them find the best talent. We welcome applications from all candidates and are committed to providing equal opportunities.