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