Quantitative Analyst/Quantitative Programmer, Global Asset Manager, London - eFinancialCareers

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