Quantitative Analyst / Quantitative Programmer, Global Asset Manager
Location London
Compensation Competitive
Description
Our client is a global asset manager with a specialist institutional and retirement solutions focus. They seek a Quantitative Analyst to advance asset-simulation models underpinning Strategic Asset Allocation, ALM and lifecycle investing (including decumulation). The role blends research, model engineering and selective client-facing work.
Responsibilities
- Build, calibrate and maintain a proprietary asset‑simulation platform.
- Specify capital market assumptions and generate asset‑class simulations.
- Design macro‑financial models in Python and/or C++.
- Tailor internal models to varied optimisation and simulation use‑cases.
- Create ad‑hoc tools in Python and Excel for bespoke analyses.
- Support Strategic Asset Allocation, ALM and lifecycle investing (incl. decumulation).
- Inform forecasting and portfolio construction across markets and asset classes.
- Deliver technical support to sales/clients and present methods and results clearly.
- Produce clean, tested code; use Git and deploy to production.
- Automate and scale quantitative research workflows.
Requirements
- Master’s in Mathematics, Statistics, Computer Science, Economics or Financial Engineering.
- 3–5 years as a quantitative analyst/programmer in asset management or investment banking.
- Strong grounding in probability theory, stochastic calculus and statistical inference.
- Experience across liquid and illiquid assets, asset allocation and portfolio optimisation.
- Practical exposure to bond pricing, stochastic volatility modelling and Monte Carlo simulations.
- Proficient in time‑series analysis, econometrics and factor‑based modelling.
- Advanced Python (numpy, pandas) with production deployment experience.
- C++ highly valued; SQL proficiency; MS Office with VBA a plus.
- Clear communicator able to explain complex ideas to non‑specialists.