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