Full 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