Quantitative Analyst – Fixed Income & Asset Management (London)

About the role

We are seeking a Quantitative Analyst/Researcher to develop and maintain quantitative infrastructure supporting investment decisions across currencies, fixed income and derivatives within an asset management team in London.

Key responsibilities

• Build and evolve quantitative models and infrastructure for investment decisions.
• Design, enhance and maintain portfolio optimisation and construction tools such as Black‑Litterman.
• Develop front‑office risk, valuation and performance attribution frameworks.
• Migrate legacy Excel/VBA processes to robust, scalable solutions using MATLAB, SQL or Python.
• Support institutional presentations with rigorous analysis and clear explanations.
• Collaborate with portfolio managers, system analysts and developers to improve tools and data pipelines.
• Produce and present ad‑hoc quantitative research to portfolio managers and clients.

Required profile

• Strong quantitative degree (mathematics, physics, statistics or financial engineering).
• Directly relevant front‑office quant or similar experience.
• Solid understanding of financial markets, fixed income, currencies and derivatives.
• Analytical, detail‑focused thinker who reasons from first principles.
• Clear communicator who works autonomously and collaborates well.

Required skills

• Proficiency in at least two of MATLAB, Python, VBA, JavaScript, SQL/database design.
• Experience delivering portfolio optimisation, risk and performance attribution models.
• Ability to produce production‑quality code and improve model infrastructure.