Find a jobRecruiters

Quantitative Equity Researcher F/M

Exclusive opportunity

Onsite

Quantitative Equity Researcher F/M

Candriam

Quantitative Equity Researcher F/M

Skills

PythonData ScienceMachine LearningAI

2 months ago

Share this opportunity

Share this opportunity to other talents of your network:
✓ Offer them a visibility boost with clients.
✓ Help your contacts find their next job.

Important information


Contract type:

Permanent

Location:

Brussels, Belgium

Work mode:

Onsite

Published on:

8 September 2026

What they need


Business unit

Investment Management - Equity Management

Job title

Quantitative Equity Researcher F/M

Contract type

Permanent

Candriam Group Presentation

Candriam is a global multi-specialist asset manager and a recognized pioneer and leader in sustainable investment. For more than 25 years, Candriam has offered innovative and diversified investment solutions across many asset classes including fixed income, equities, alternatives, absolute return, asset allocation and illiquid assets.

As a Responsible Employer, Equal Employment Opportunity is crucial to Candriam. We are committed to building the best global team that represents a variety of backgrounds, perspectives, and skills. We provide an inclusive work environment and support wellbeing and work-life balance.

Mission

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.

Responsabilities

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.

Profile

A master's degree or PhD in finance, econometrics, statistics, mathematics, engineering, data science or another quantitative discipline.

At least five years of relevant professional experience in quantitative equity research, systematic investing or a closely related field.

  • At least five years of relevant professional experience in quantitative equity research, systematic investing or a closely related field.
  • A master's degree or PhD in finance, econometrics, statistics, mathematics, engineering, data science or another quantitative discipline.
  • Strong knowledge of equity markets, quantitative stock selection, factor investing and portfolio construction.
  • Demonstrated experience in developing and testing systematic equity signals or investment strategies.
  • Advanced programming skills, preferably in Python, combined with strong data-handling capabilities.
  • Sound understanding of statistical methods, research design, model validation and the risks of overfitting.
  • Ability to connect rigorous quantitative analysis with a clear economic and investment rationale.
  • Experience with alternative data, machine learning or generative AI applications in investment research would be an advantage.
  • A collaborative, intellectually curious and pragmatic mindset.

#LI-POST

Position location

Job location

Europe, Belgium

City

Brussels

Candidate criteria

Education

  1. Master's Degree I / Bac+4

Minimum level of experience required

6-10 years

Languages

English (C1 - Fluent)

Other offers great for you!

These companies are also looking for great profiles

Team.is

AI Researcher H/F

80 000€ - 140 000€

Permanent contract

Paris, France

Hybrid

Skills

Python

7 months ago

Quick apply

Anderson RH

Développeur IA agentique Sénior - Banque de financement

Freelance

Paris, France

Hybrid

Skills

PythonAgentic AIMulti-agent systemsModel Context Protocol (MCP)LangGraphCrewAIDéveloppeur IA agentique (MCP / agents / skills) — Tests & qualité en BFI

1 day ago

Quick apply

Yunik

Tech Lead IA Agentique / RAG – Azure & Python

Freelance

Paris, France

Hybrid

Skills

LLMs / Large language modelsPythonAzureIA AgentiqueRAGArchitecture IA

8 minutes ago

Quick apply

The best place to find your next move

© 2026. All Rights Reserved.

Talents

Find a job

Create a profile

Solutions and tools