Emerging Markets Quantitative Research Lead

Role overview

A research leadership role focused on making a family of emerging-market risk signals defensible to institutional due-diligence scrutiny. The scope covers a flagship scoring methodology and a published research programme spanning geopolitical, climate, capital, and energy risk. The work is as much about disciplined communication and honest characterisation as it is about quantitative craft.

Responsibilities

- Own the scoring methodology behind the core market and sentiment signals and the flagship risk scores. - Lead the flagship research programme across geopolitical, climate, capital, and energy risk. - Design and publish the robustness work, including re-weighting studies, Monte Carlo testing, and honest characterisation of what each score is and is not. - Represent the methodology directly to investment committees and risk teams. - Maintain a clear conceptual boundary between structured risk ranking and predictive modelling.

Requirements

- Quantitative research credibility in emerging or frontier markets. - Published work that has survived expert scrutiny. - The discipline to describe a structured risk ranking as exactly that — a structured risk ranking, not a predictive model. - Strong written communication suited to institutional audiences and committee-level review.

Nice to have

- Track record engaging with investment committees, risk teams, or similar institutional reviewers. - Experience with climate, capital, or energy risk modelling in low-data environments.