Description
Our client is a global asset manager seeking a Fixed Income-focused Quantitative Analyst in London. The role develops models and tools that directly support front-office investment across rates, credit, FX and derivatives. It combines portfolio construction, valuation, risk and performance attribution with hands-on coding and stakeholder engagement.
Responsibilities
- Design and maintain quantitative infrastructure and models to inform front-office decisions across fixed income, FX and derivatives.
- Create and refine portfolio optimisation and construction tools (e.g., Black-Litterman).
- Build risk, valuation and performance attribution frameworks for the front office.
- Transition Excel/VBA workflows to scalable MATLAB/Python/SQL implementations.
- Provide robust analysis and clear narratives for high-profile institutional presentations.
- Work with PMs, systems analysts and developers to enhance tools and data pipelines.
- Deliver ad-hoc quantitative research to portfolio managers and clients.
Requirements
- Strong quantitative degree (e.g., mathematics, physics, statistics, financial engineering).
- Proven front-office quant or closely related experience.
- Proficient in two or more of: MATLAB, Python, VBA, JavaScript, SQL/database design.
- Track record delivering portfolio optimisation, risk and performance attribution models.
- Experience writing production-quality code and improving model infrastructure.
- Solid understanding of fixed income, currencies and derivatives.
- Analytical, detail-focused thinker with a first-principles approach.
- Clear communicator; collaborative and able to work autonomously.