Marshall Wace

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Quantitative Researcher (London)

Founded in 1997, Marshall Wace is one of Europe's leading Hedge Fund Managers with approximately $39 billion assets under management. It enjoys a strong reputation in the industry for its success, influence and innovation, built by a dedicated team of people working in a dynamic, entrepreneurial culture. Our firm is made up of over 250 professionals operating from established offices in London, New York and Hong Kong.

Full Description

We are always interested in speaking to outstanding individuals looking to join MW’s high profile Quantitative Research team.

As a quantitative analyst you would be responsible for researching and implementing alpha generating, risk and trading models.  This is a hands-on role responsible for creating and optimising new quantitative systematic portfolio models.  You will also be tasked with creating a research agenda and back testing/researching ideas across all elements of the investment process.


Core responsibilities will include

•             develop trading hypotheses;

•             write simulation / back-testing code;

•             formulate creative and concrete solutions;  and

•             communicate ideas back to the team


Successful candidates are likely to have a combination of the following key skills:

•             PhD or Masters degree in a quantitative discipline

•             Strong coding expertise in either Matlab, Python, R, Java or C++

•             Solid statistical knowledge and familiarity with packages such as R or Matlab

•             Time series modelling / simulation or quantitative research experience

•             Experience of working with large & complex data sets

•             A solid foundation in optimisation, probability, statistics and/or machine learning

•             Practical approach to problem solving

•             Outstanding quantitative, analytical and problem solving skills

•             Good communication skills

•             Detail oriented