Quantitative Analyst/Quantitative Programmer, Global Asset Manager, London

Quantitative Analyst/Quantitative Programmer, Global Asset Manager, London

London Full-Time 60000 - 80000 £ / year (est.) No working from home possible
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At a Glance

  • Tasks: Develop and maintain a cutting-edge asset simulation platform using Python and C++.
  • Company: Global asset manager based in London, focused on innovation and excellence.
  • Benefits: Competitive salary, professional development, and opportunities for career advancement.
  • Other info: Collaborative environment with a focus on automation and scalability in research processes.
  • Why this job: Join a dynamic team to shape the future of asset management with your analytical skills.
  • Qualifications: Master’s degree in relevant fields and 3-5 years of quantitative experience required.

The predicted salary is between 60000 - 80000 £ per year.

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

Quantitative Analyst/Quantitative Programmer, Global Asset Manager, London employer: Non-disclosed

Join a dynamic and innovative fintech company that prioritises remote work and values employee growth. With a strong focus on collaboration and high engineering standards, this organisation offers a supportive work culture where your contributions directly enhance client experiences. As part of a profitable and expanding team, you'll have the opportunity to work on cutting-edge financial analytics while enjoying the flexibility of a remote-first environment.

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Contact Details:

Non-disclosed Recruitment Team

We think you need these skills to ace Quantitative Analyst/Quantitative Programmer, Global Asset Manager, London

Asset Simulation
Capital Market Modelling
Macro-Financial Modelling
Python Programming
C++ Programming
Optimisation Techniques
Analytical Tools Development