Senior Quant & Factor Strategist - Index Solutions

The world of investment is changing. Our vision at Legal & General Investment Management is to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positive long-term outcomes, while rising to the challenges of a rapidly changing world. Our clients include institutional pension funds, financial institutions, local authorities and sovereign wealth funds. To meet our clients’ complex and evolving investment needs, our investment strategies cover a broad array of asset classes and styles, including equities, bonds, property and alternatives, as well as multi-asset funds. We’re focused on continuously innovating our investment products, maintaining our reputation as experts across all asset classes, and striving to build a more responsible and sustainable future.

We’re currently looking to hire a Senior Quant & Factor Strategist to join Legal and General Investment Management. The role involves building equity screens using fundamental and ESG data.

The initial area of focus is portfolio construction using factor-based (smart beta) investing techniques and financial modelling. The role involves working collaboratively with various Investment teams and participating in the investment process of the systematic investment strategies

What you'll be doing 

• Contribute to the development of systematic quantitative equity and fixed income strategies through extensive research and data analytics
• Create smart beta and systematic security screens using fundamental data for global benchmarks
• Code various rules-based strategies with a clear structure and commentary in Python or Matlab
• Present at various Investment Groups on the selections of the stocks and the quantitative model that generated the trading signal/scoring system
• Write and maintain technical model documentations for independent review and model validation across asset classes
• Support various investment business areas with the oversight and governance structure of new and existing systematic strategies: In particular,
• Provide input to the stakeholders of the systematic investment solutions
• Provide quality assessment of the systematic screens, trading signal and portfolio construction
• Lead and evolve the systematic methodologies across global stock and bond markets
• Maintain up-to-date knowledge of the current investment market and economic issues that could impact the quant strategies
• Liaise with the fund manager to support the implementation of the product strategy for LGIM - to include new product launches as well as changes to existing products.
• Liaise with data vendors on data inputs that features in the investment strategy and help to perform due diligence on index providers and data vendors

• To hit the ground running in this role you’ll be experienced and credible quantitative expert in developing systematic rules-based equity and fixed income strategies
• Strong investment and financial market knowledge
• Python (or other languages);  VBA; excel and data analysis;
• Have previously reviewed or evaluated index strategies, and/or previous experience in evaluating benchmarks. Presenting complex index data into a simple and readable format
• Knowledge and understanding of how to evaluate an index;
• Have previously reviewed or evaluated index strategies, and/or previous experience in evaluating benchmarks. Presenting complex index data into a simple and readable forma
• Extensive investment experience from handling large data volumes of global stock and bond markets
• Extensive experience in systematic/rules-based investing, construction and ESG integration
• Able to code in Python or similar languages – structure the codes with commentary. A methodical approach to problem solving and troubleshooting their own codes
• Strong academic background and credentials, strong intellect with solid technical knowledge in equities and fundamental analysis, and able to win the confidence of both the client relationship managers and the investment teams
• Experience managing projects and delegating effectively while maintaining quality of deliverables
• Great team player, ability to work independently and proactively to take ownership of tasks, as well as part of a team
• Passion for investing and continuous learning

When you commit to Legal & General, we’ll commit to you too. That means we’ll recognise and reward your hard work, your performance and your contribution.

If you join us, you’ll get access to some great benefits, including private medical insurance, 27 days holiday (excluding bank holidays), a generous pension scheme, life assurance, and Income Protection. You'll receive a car allowance of 12% of your annual salary, and you can participate in our electric car scheme, which offers employees the option to hire a brand new electric car through tax efficient salary sacrifice. We’re also proud to offer competitive family leave. 

You’ll have the opportunity to participate in our annual, performance-related bonus plan and valuable share schemes. And then there are the many discounts we offer that you can take advantage of – both for our own products and at a range of high street stores and online offerings.