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: Logansinclair
Logansinclair is an exceptional employer located in the vibrant city of London, offering a dynamic work culture that fosters innovation and collaboration. Employees benefit from comprehensive growth opportunities, including professional development and networking at industry events, while being part of a team that values strategic partnerships and client engagement. With a commitment to quality and excellence, Logansinclair provides a rewarding environment for those looking to make a meaningful impact in their careers.
