Quantitative Analyst

Schroders; Greater London; Hybrid; GBP 80,000 - 110,000; Full time

Job summary

Schroders is seeking a Quantitative Risk specialist to participate in model validation across asset classes. You will produce clear reports, present risk findings to the governance committee, and help develop risk models and tooling with a focus on automation and transparency.

The role requires postgraduate quantitative training, strong coding in Python/R, and experience with AI/ML models. You will engage with stakeholders across the risk function in a dynamic, flexible environment.

Qualifications

• Postgraduate qualification in a quantitative discipline (e.g., mathematics, statistics, physics, engineering, computer science, econometrics).
• Significant experience in investment, quantitative modelling or risk management, ideally within asset management / buy side.
• Proficiency programming in Python and/or R with well-structured, testable code.
• Experience with AI / machine learning models, including design, monitoring and validation considerations.
• Ability to work autonomously, identify weaknesses and propose practical solutions.
• Strong, evidence-based communication to stakeholders with tact and professionalism.
• Collaborative, team-oriented approach across risk functions and stakeholders.

Responsibilities

• Review, challenge and validate models used across Schroders’ businesses and asset classes.
• Produce high-quality model validation reports and contribute to model governance documentation.
• Present validation conclusions and actionable recommendations to the Group Model Governance Committee.
• Support development, enhancement and implementation of risk models and quantitative tooling.
• Design and develop tools and automation to strengthen risk management processes.
• Contribute to monitoring activities, including testing, performance tracking and remediation.

Skills

Python

R

Machine learning

Statistical modelling

Communication skills

Team collaboration

Autonomy

Evidence-based recommendations

Education

Master’s degree in quantitative discipline

Job description

About Us

Schroders is a global investment manager which provides active asset management, wealth management and investment solutions. We aim to provide excellent investment performance to clients through active management. We serve a diverse client base that includes pension schemes, insurance companies, sovereign wealth funds, endowments, foundations, high net worth individuals, family offices, as well as end clients through partnerships with distributors, financial advisers, and online platforms.

Established in 1804, we have around 5,500 people across 36 global locations. Schroders' success can be attributed to its diversified business model, spanning different asset classes, client types and geographies.

About Us

We're a global investment manager. We help institutions, intermediaries and individuals around the world invest money to meet their goals, fulfil their ambitions, and prepare for the future.

We have around 6,000 people on six continents. And we've been around for over 200 years, but keep adapting as society and technology changes. What doesn't change is our commitment to helping our clients, and society, prosper.

The base

We moved into our new HQ in the City of London in 2018. We’re close to our clients, in the heart of the UK’s financial centre and we have everything we need to work flexibly.

The team

The Quantitative Risk team sits within the independent Group Risk function and providesfirmwide oversight of model risk and governance. The team also develops and enhances risk models and oversees the monitoring and control of business-critical tools used across the Group.

What you’ll do

Participate in team-led research toreview, challenge and validatemodels used across Schroders’ businesses andall asset classes, including support fornew productdevelopment.

Produce clear, high-quality model validation reportsand contribute to the ongoing enhancement of the firm’smodel governance framework(policies, standards, controls and documentation).

Present validation conclusions and key risksto theGroup Model Governance Committee, providing actionable recommendations and follow-up plans.

Support thedevelopment, enhancement and implementationof risk models, contributing to projects requiringadvanced quantitative techniques.

Design and developtools and automationto strengthen the risk management process, improving efficiency, control and transparency.

Contribute to the firm’sbusiness-critical tool monitoringactivities, including testing, performance monitoring, issue identification and remediation tracking.

The knowledge, experience and qualifications you need

• Apostgraduate qualification (Master’s or equivalent)in aquantitative discipline(e.g., mathematics, statistics, physics, engineering, computer science, econometrics or similar).
• Substantial relevant experiencein investment, quantitative modelling or risk management, ideally withinasset management / the buy side(we will also consider closely related experience).
• Programming experienceinPython and/or R, with the ability to produce well-structured, testable code.
• Experience working withAI / machine learning models, including understanding model design, limitations, performance monitoring and validation considerations.
• Comfortable working withautonomy and ownership—proactive in identifying weaknesses, escalating issues appropriately and proposing practical solutions.
• Confidence toform evidence-based recommendationsand communicate them clearly, including in situations of constructive challenge.
• Strong interpersonal and communication skills—able to challenge effectively while building trust, and to work with a range of stakeholders with tact, patience and professionalism.
• A collaborative, team-oriented approach, with the ability tobuild strong relationshipsacross the wider Risk function and partner effectively with stakeholders across the firm.

What you’ll be like

• Self-motivated and enthusiastic, with a strong sense of ownership and accountability.
• Client-focused and pragmatic, balancing rigorous analysis with practical outcomes.
• Curious, adaptable and committed to learning, with openness to new ideas and approaches.
• Astrong critical thinker, able to evaluate issues from multiple perspectives and make sound, evidence-based judgements.
• Comfortable working inafat-paced environment, managing multiple priorities and delivering to tight deadlines while maintaining high standards.
• Acollaborative communicator, able to work effectively with others, share information openly and explain decisions clearly.
• Continuous-improvement minded, motivated to enhance outcomes for clients and strengthen how we work as a team.

Our purpose is to deliver excellent investment performance to clients through active management. We believe diverse perspectives and an inclusive culture help us make better decisions and achieve better outcomes for our clients. That's why inclusion is a strategic priority for us, and we are an equal opportunities employer. You are welcome here, regardless of your age, disability, gender identity, religious beliefs, sexual orientation, socio-economic background, or any other protected characteristic.

• We will consider flexible working arrangements for all roles and provide reasonable accommodations to support applicants and employees, including those with neurodiversity, disability, or physical and mental health needs.

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