Quantitative Modeler – Associate

9 hours ago

London, United Kingdom Octavius Finance Full time

A leading global asset manager is seeking an Associate / Senior Associate to join its Quantitative Modeling team within Fixed Income. The group is responsible for developing and maintaining the firm’s core modelling frameworks—tools that underpin portfolio construction, asset allocation, and risk assessment across global markets.This role sits at the intersection of quantitative research and investment decision-making. The successful candidate will focus on building, validating, and enhancing models that capture market dynamics, price risk, and inform systematic portfolio strategies. It’s an opportunity to work in a highly analytical environment where modelling excellence drives investment performance.The RoleYou will play a key role in designing, implementing, and refining quantitative models that directly support investment and risk management decisions. The work spans signal development, portfolio construction, and cross-asset risk modelling, with close collaboration across portfolio management, trading, and risk teams.This is a hands-on modelling role requiring strong programming and analytical skills, and the ability to translate complex quantitative concepts into practical investment applications.Core ResponsibilitiesDesign and enhance models for portfolio construction, factor analysis, and asset allocation.Build, test, and maintain multi-factor and multi-asset risk models across fixed income, credit, and FX.Conduct statistical and econometric modelling to evaluate signals, performance attribution, and market dynamics.Develop scalable tools and analytical infrastructure using Python or similar programming languages.Collaborate with PMs and risk specialists to integrate quantitative insights into investment processes.Support ongoing research and model validation initiatives across the quant platform.Your BackgroundDegree in a quantitative discipline ( Mathematics, Physics, Engineering, Computer Science, Finance).Proficiency in Python, C++, or Java, with experience in quantitative modelling or analytics development.Strong quantitative reasoning and problem-solving abilities with a focus on model design and implementation.Excellent communication and collaboration skills; able to explain technical outputs to investment stakeholders.Curious, detail-oriented, and motivated to build robust, high-impact models.Desirable ExperienceMSc or PhD in a quantitative field.Experience applying statistical or econometric methods such as regression, PCA, optimization, or machine learning.Familiarity with Monte Carlo simulations, factor modelling, or structured product valuation.Exposure to global fixed income or multi-asset investment strategies.Evidence of independent research or contribution to quantitative frameworks in a professional or academic context.This is an outstanding opportunity to join a world-class investment organisation where modelling and quantitative innovation are central to how the firm allocates capital and manages risk. You’ll be part of a collaborative, research-driven culture where your models will directly shape investment outcomes. Apply via

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