Job Description
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