Quantitative Strategist – Associate

19 hours ago

London, United Kingdom Octavius Finance Full time

A large platform buy-side firm is seeking an Associate / Senior Associate to join its Quantitative Strategy team within Fixed Income. This group builds and maintains the key modelling and analytical frameworks that support portfolio construction, asset allocation, and risk evaluation across global markets.This role sits at the intersection of research, engineering, and investment strategy. You’ll contribute to the design and enhancement of models that capture market behaviour, estimate risk, and support both systematic and discretionary investment decisions. It’s a highly analytical environment where technical depth and engineering rigour directly influence performance.The RoleYou will help develop, implement, and refine quantitative models that feed into investment and risk-management workflows. The work spans signal research, portfolio construction, cross-asset risk analytics, and the development of scalable tools used across the platform.This is a hands-on role requiring strong programming skills and the ability to translate complex quantitative ideas into production-ready solutions. The team is also focused on strengthening its software-engineering capabilities, so familiarity with algorithmic thinking, data structures, and computational complexity is essential.Core ResponsibilitiesDesign and improve 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.Apply statistical and econometric techniques to evaluate signals, performance attribution, and market dynamics.Develop scalable research tools and infrastructure using Python or similar languages.Partner with PMs, traders, and risk teams to integrate quantitative insights into the investment process.Support broader research, model validation, and platform-wide analytical initiatives.Your BackgroundDegree in a quantitative field ( Mathematics, Physics, Engineering, Computer Science, Finance).Strong experience with Python, C++, or Java, ideally within a quantitative modelling or analytics environment.Solid grasp of software-engineering fundamentals — including time-complexity concepts ( sorting), data structures ( how Python dictionaries work), and writing robust, maintainable code.Strong quantitative reasoning and problem-solving skills.Clear communication, with the ability to present technical outcomes to investment stakeholders.Detail-oriented, curious, and motivated to build models that have direct investment impact.Desirable ExperienceMSc or PhD in a quantitative discipline.Experience with regression, PCA, optimisation, machine learning, or related techniques.Familiarity with Monte Carlo simulation, factor modelling, or structured-product analytics.Exposure to global fixed-income or multi-asset strategies.Evidence of independent research or contributions to quantitative frameworks.This is an exciting opportunity to join a high-calibre platform where quantitative innovation and engineering excellence shape how capital is allocated and risks are managed. Your work will sit at the core of a collaborative, research-driven investment process. Apply via

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