Quantitative Research Analyst - Fixed Income
Highly Competitive Salary + Bonus + Excellent Benefits
London City Area

They are an expanding, acquisitive investment management group with AUM of over £400 billion. They are highly regarded and have a strong employee involvement and a culture of fostering career development and employee participation. They are currently engaged on an expansion path and have ambitions to be amongst the top 4 investment management groups in Europe. The current position has arisen due to further expansion. The current front office role is part of a global team. Currently the split of the role is 65% development and 35% research but is likely to change to more research over time. In this role there are many ad hoc projects so candidates must demonstrate flexibility of mind.

You will join the Fixed Income division's Quantitative Analytics team, working on the strategic quantitative program with the goal of producing global solutions. The department is the go to area for all Fixed income Quantitative matters and is a service provider to all investment teams. The role will contribute to the enhancement, development and maintenance of the Fixed Income division's internal risk, research and portfolio management platform as well as perform ad-hoc quantitative analysis for the investment desks. The role includes the following:


  • Contribute to the development, maintenance and support of the Fixed Income division's in-house risk, research and portfolio management platform. The right candidate will have significant freedom to contribute to the strategic direction of the platform.
  • Implement functionality requested by the investment desks to tight deadlines.
  • Propose, design and implement new, value-add functionality to provide competitive advantage
  • Provide technical expertise in C# and SQL. Knowledge of front to back and interfaces very useful
  • Assist in the maintenance and support of related infrastructure and the Quantitative Analytics team's ALM stack.

Quantitative Research

  • Research, propose and implement enhancements to the Fixed Income division's risk models and portfolio construction process.
  • Perform ad-hoc quantitative analysis for the investment desks to tight deadlines while effectively managing longer term project work.
  • Provide training to internal stakeholders on the Fixed Income division's internal models and capabilities.


  • Participate in Continual Professional Development opportunities in order to maintain and increase knowledge and skills
  • Understand and operate in line with relevant regulatory and internal policies and procedures.

To be considered for this role you should meet the following criteria:

  • MSc or PhD in Mathematics/Computing or a Scientific or Engineering discipline from a reputable institution.
  • Expert C# and MS SQL and 2+ years development/IT experience in a financial services environment
  • Familiarity with financial instruments, Fixed Income preferred but will consider multi asset knowledge.
  • Ability to work independently and manage time effectively between ad-hoc tasks and project work.

Other Beneficial Experience/Knowledge

  • Buy-side experience and Fixed Income instrument pricing/risk knowledge
  • Multi-factor risk model experience
  • VBA, MATLAB experience beneficial
  • Knowledge/experience of Atlassian JIRA, Stash, Git preferred.