Data-Driven Portfolio Strategist

1 day ago


London, Greater London, United Kingdom Lloyd Full time

At Lloyd's, we're committed to innovation and risk sharing. As a Quantitative Research Manager, you'll be part of our ALM & Portfolio Management teams, providing quantitative support in areas such as portfolio optimisation, tactical asset allocation, structuring, investment risk management, and forecasting.

You'll contribute to the tactical decision-making of the portfolios managed by LTIM through the development of quantitative tools. Your expertise will help shape portfolio construction and implement model portfolios.

We're looking for someone with strong analytical and numerical skills, proficient in Excel (including VBA) and coding languages like Python, R, or MATLAB. Familiarity with large financial databases is essential, as well as understanding and experience in managing multi-asset portfolios.

In this role, you'll develop and maintain quantitative tools to optimize portfolios and inform strategic asset allocation decisions. You'll also assist in modeling investment risk using Economic Scenario Generators, which feeds into Solvency II capital setting.

Able to present technical modeling techniques and results to a wider audience, you'll be an integral part of our team. We offer a hybrid working arrangement, allowing for flexibility and work-life balance. Our total reward approach includes flexible working, competitive salaries, and a host of other benefits.

We estimate the salary for this position to be around £80,000 - £110,000 per annum, depending on location and experience.

As a Quantitative Research Manager at Lloyd's, you'll be part of a diverse and inclusive environment that reflects the global markets we serve. We're committed to attracting the best talent and developing a pipeline of key capabilities for the future.



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