Associate / Senior Associate – Quantitative Strategist Leading Global Investment Manager | London

A globally recognised investment house is looking to add an Associate / Senior Associate to its Quantitative Strategy team within Fixed Income. The team plays a central role in driving research and innovation across the platform, building tools and frameworks that directly influence portfolio decisions, asset allocation, and risk oversight.

This position sits at the core of the investment process—combining data science, market insight, and quantitative research to refine how capital is deployed across global markets. You’ll be part of a forward-looking, collaborative environment where ideas move quickly from research to real-world application.

The Role

You’ll contribute to the design and implementation of portfolio construction and asset allocation frameworks, as well as multi-factor risk and signal models that guide investment strategy.

The team’s remit spans all major fixed income markets—credit, rates, and FX—and works closely with PMs and risk teams to turn quantitative insights into actionable trades. It’s an opportunity to work on complex market challenges, build scalable research infrastructure, and see the direct impact of your work on investment outcomes.

Core Responsibilities

Develop and enhance systematic frameworks for portfolio construction, asset allocation, and risk analysis.

Build and maintain factor-based and multi-asset risk models.

Partner with portfolio managers, traders, and risk specialists to translate data-driven research into investment strategies.

Create and optimise analytical tools and platforms in Python or similar programming languages.

Contribute to ongoing innovation across the firm’s quantitative research efforts.

Your Background

Degree in a quantitative field such as Mathematics, Engineering, Physics, Computer Science, or Finance.

Proficient in Python, C++, or Java, with hands‑on experience developing quantitative tools or analytics.

Strong analytical and problem‑solving skills, with a rigorous approach to modelling and data.

Excellent communication skills, capable of articulating complex ideas clearly to non-technical audiences.

Team-oriented, motivated, and intellectually curious.

Desirable Experience

MSc or PhD in a quantitative discipline.

Knowledge of statistical modelling methods ( optimization, PCA, regression, classification).

Familiarity with factor-based or structured product modelling, or experience using Monte Carlo simulations.

Exposure to global fixed income or multi-asset markets.

Evidence of independent research and contribution to quantitative investment frameworks.

This is an exciting opportunity to join a high-performing investment platform where quantitative innovation is at the heart of the investment process. You’ll work alongside experienced investors and researchers to develop strategies that shape how the firm views and allocates risk across global markets.

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