Responsibilities
- Develop, maintain and calibrate a proprietary asset simulation platform
- Model capital market assumptions and produce asset class simulations
- Design and implement macro-financial models in Python and/or C++
- Adapt internal models to specific optimisation and simulation requirements
- Build ad‑hoc analytical tools in Python and Excel to deliver customised solutions
- Support Strategic Asset Allocation, ALM and lifecycle investing (including decumulation)
- Contribute to forecasts and portfolio construction best practice across geographies and asset classes
- Provide technical support to sales/clients and present methods and results clearly
- Write clean, tested code; use Git and deploy into production environments
- Drive automation and scalability across quantitative research processes
Requirements
- Master’s degree in Mathematics, Statistics, Computer Science, Economics or Financial Engineering
- 3–5 years’ experience as a quantitative analyst/programmer in an asset manager or investment bank
- Strong foundation in probability theory, stochastic calculus and statistical inference
- Experience modelling liquid and illiquid asset classes, asset allocation and portfolio optimisation
- Hands‑on 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); experience deploying code to production
- C++ a strong advantage; SQL proficiency; MS Office with VBA a plus
