Quantitative Analyst/Researcher, Fixed Income, Asset Management, London

Responsibilities • Build and evolve quantitative infrastructure and models to support investment decisions across currencies, fixed income, and derivatives • Design, enhance and maintain portfolio optimisation and construction tools (e.g. Black-Litterman) • Develop front-office risk, valuation and performance attribution frameworks • Migrate legacy Excel/VBA processes to robust, scalable solutions (e.g. MATLAB/SQL/Python) • Support major institutional presentations with rigorous analysis and clear explanations • Partner with PMs, system analysts and developers to improve front-office tools and data pipelines • Produce and present ad hoc quantitative research to portfolio managers and clients Requirements • Strong quantitative degree (mathematics, physics, statistics or financial engineering) • Previous directly relevant experience in a front-office quant or similar role • Proficiency in two or more of: MATLAB, Python, VBA, JavaScript, SQL/database design • Experience delivering portfolio optimisation, risk, and performance attribution models • Practical experience building production-quality code and improving model infrastructure • Solid understanding of financial markets and fixed income, currencies, and derivatives • Analytical, detail-focused thinker who reasons from first principles. • Clear communicator who collaborates well and can work autonomously