UK remote
Systematic Index Strategist
About this role
We're currently look to hire a Systematic Index Strategist to join L&G Asset Management, The Systematic Solutions team develops and manages systematic investment strategies across equities and fixed income. The role holder will be responsible for maintaining and enhancing the team's research infrastructure, including ownership of the team's PostgreSQL database, Github repositories, data ingestion processes and common analytical frameworks.
The role will work closely with investment researchers to develop, maintain and productionise analytical tools and research code, improving the efficiency, robustness and governance of the team's investment process. Working alongside the wider Technology & Analytics function, the role will act as a bridge between investment research and technology, supporting the team's data, modelling and automation capabilities. In addition to infrastructure responsibilities, the role will contribute to the research, testing and implementation of systematic investment strategies across equity and fixed income markets.
The role is well suited to an individual with strong quantitative development skills and an interest in moving towards investment research and strategy design over time. What you’ll be doing: Maintaining and enhancing the team's PostgreSQL database and research infrastructure to support investment and research activities Developing and supporting data ingestion, validation and monitoring processes across a range of internal and external data sources Managing GitHub repositories and promoting development best practice, including version control, documentation and code governance Refactoring and productionising research code into scalable and reusable analytical frameworks Building and maintaining Python libraries, utilities and automated workflows that support investment research and portfolio analysis Collaborating with Technology & Analytics teams to enhance data processes, tooling and development standards Supporting the research, testing and implementation of systematic investment strategies across equity and fixed income markets Performing quantitative analysis and backtesting using market, factor, fundamental and ESG datasets to support investment decision making Who we’re looking for: Strong Python programming skills and experience working with large datasets and analytical frameworks Experience with SQL and database management, ideally PostgreSQL Good understanding of software development principles, version control and collaborative development practices Experience developing data pipelines, automation workflows or research infrastructure within an investment, research or technology environment Knowledge of quantitative research techniques, financial modelling or systematic investing concepts A degree in a quantitative discipline such as Mathematics, Physics, Engineering, Econometrics or Financial Economics A strong intellect with sufficient technical and investment knowledge to be able to win the confidence of stakeholders and various investment teams An interest in systematic investing and a desire to develop towards investment research and strategy design over time Whatever your role, we reward performance and behaviour with a package that looks after all the things that are important to you.