Our client is a global asset manager seeking a Quantitative Analyst to advance asset‑simulation models underpinning Strategic Asset Allocation, ALM and lifecycle investing. The role blends research, model engineering and client‑facing work with production‑grade Python/C++ code.
The ideal candidate has 3–5 years in asset management or investment banking, strong quantitative foundations, and experience deploying models to production. The position is London‑based and highly technical.
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Quantitative Analyst – Asset Allocation & Model Engineering employer: Logan Sinclair
As a leading player in the asset management sector, our company offers an exceptional work environment in London, where innovation and collaboration thrive. We prioritise employee growth through continuous learning opportunities and encourage participation in industry events, fostering a vibrant network of professionals. With a strong commitment to sustainability and strategic investment, we provide our team with meaningful work that contributes to impactful environmental initiatives.
