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    <title>RSS export of vacancies - Only featured vacancies : No / Profile : Investment Management--&gt;Equity Management</title>
    <link>https://jobs.candriam.com/handlers/offerRss.ashx?Rss_Profile=2808&amp;lcid=2057</link>
    <description />
    <language>en-GB</language>
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      <link>https://jobs.candriam.com/Pages/Offre/detailoffre.aspx?idOffre=444&amp;idOrigine=502&amp;LCID=2057</link>
      <category>Investment Management/Equity Management</category>
      <category>Permanent</category>
      <title>2026-444 - Quantitative Equity Researcher F/M</title>
      <description>&lt;b&gt;Business unit : &lt;/b&gt;Investment Management/Equity Management&lt;br /&gt;
&lt;b&gt;Contract type : &lt;/b&gt;Permanent&lt;br /&gt;
&lt;b&gt;Position description : &lt;/b&gt;&lt;br /&gt;
The Quantitative Equity Management team manages assets across active global, US, European and Japanese long-only equity funds and institutional mandates, as well as a long/short market-neutral strategy.
We are looking for a Quantitative Equity Researcher to strengthen the team’s research capabilities and contribute to the continued development of its investment strategies.

The successful candidate will conduct applied quantitative research aimed at enhancing the existing investment framework and identifying new, differentiated sources of alpha. This includes improving current stock-selection models and developing complementary strategies that broaden and diversify the team’s investment approach.&lt;br /&gt;&lt;br /&gt;
Responsabilities
Conduct quantitative research into new equity signals, datasets and investment strategies.
Enhance and extend the team’s existing stock-selection models and research framework.
Identify complementary sources of alpha across investment styles, regions and market environments.
Assess the robustness, economic rationale and scalability of new signals and strategies.
Design and perform rigorous backtests, including transaction costs, liquidity constraints and implementation considerations.
Analyse signal interactions, factor exposures, portfolio risks and performance across different market regimes.
Explore alternative and unstructured datasets, as well as advanced statistical, machine-learning and AI techniques where relevant.
Translate successful research into robust, production-ready investment solutions.
Collaborate closely with Quantitative Fund Managers on portfolio construction, strategy implementation and ongoing model monitoring.
Clearly present research findings and investment recommendations to colleagues and internal decision-making committees.
Contribute to the team’s research agenda and challenge existing approaches constructively.&lt;br /&gt;
&lt;b&gt;Education : &lt;/b&gt;3. Master's Degree I / Bac+4&lt;br /&gt;
&lt;b&gt;Language / Level : &lt;/b&gt;&lt;br /&gt;
English : C1 - Fluent&lt;br /&gt;
</description>
      <pubDate>Tue, 08 Sep 2026 15:42:06 Z</pubDate>
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