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

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

Logan Sinclair

London, United Kingdom

Permanent

2026-05-06T09:33:15.717Z

24215563

Full time

Competitive

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

#s1-Gen

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