Senior Quantitative Analyst – Multi-Asset Portfolio Design

M&G; City of Westminster; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Pension up to 18%

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38 days annual leave

Parental leave policy

Private Healthcare

Critical Illness cover

Life Assurance

Flexible working arrangements

Job summary

M&G’s Life Investment Office seeks a Senior Quantitative Analyst to develop models and tools for portfolio design and risk analysis across multi-asset strategies. You will build robust analytical frameworks, assess portfolio risks, and translate quantitative insights into investment decisions, collaborating with the Quantitative Portfolio Design team and broader Investment Office.

The role requires a strong quantitative academic background, extensive Python experience, and the ability to

Qualifications

• Strong quantitative academic background in math, statistics, physics, CS, financial engineering or economics.
• Significant experience in quantitative investment, portfolio construction or risk modelling.
• Advanced Python skills and experience developing analytical tools.
• Ability to apply and critically evaluate quantitative models and exercise investment judgement.
• Excellent communication of technical concepts to technical and non-technical colleagues.

Responsibilities

• Support the development of Strategic Asset Allocation and Reference Portfolios across LIO's multi-asset portfolios
• Undertake quantitative portfolio analysis to assess risk and return characteristics and portfolio trade-offs
• Develop portfolio optimisation, scenario analysis and robustness-testing capabilities to support portfolio construction and investment decisions
• Evaluate the impact of investment assumptions, portfolio constraints and implementation considerations on portfolio outcomes
• Develop clear portfolio diagnostics and analytical outputs, translating complex quantitative analysis into insights for senior investment decision-making
• Develop and maintain quantitative models and analytical tools, primarily using Python, with appropriate testing, documentation and version control
• Critically evaluate quantitative models and methodologies, understanding their limitations and applying practical investment judgement when interpreting results
• Strong analytical and problem-solving skills, with the ability to structure and address complex or ambiguous investment questions
• The ability to communicate technical concepts clearly and work effectively with both technical and non-technical colleagues and stakeholders
• High standards of accuracy, transparency, documentation and governance
• At M&G, our purpose is to give everyone real confidence to put your money to work.

Skills

Advanced Python

Quantitative analysis

Portfolio risk modelling

Communication skills

Analytical thinking

Problem solving

Education

Quantitative degree (Math/Stats/Physics/CS/Financial Engineering/Economics)

Tools

Python

Version control (Git)

Job description

M&G’s Life Investment Office seeks a Senior Quantitative Analyst to develop models and tools for portfolio design and risk analysis across multi-asset strategies. You will build robust analytical frameworks, assess portfolio risks, and translate quantitative insights into investment decisions, collaborating with the Quantitative Portfolio Design team and broader Investment Office.

The role requires a strong quantitative academic background, extensive Python experience, and the ability to