Quantitative Analyst
LegalAndGeneral · London
2 months ago
HybridFull_timefixed income modellingpension liabilities modellingportfolio optimisation
2 months ago
Workplace
Hybrid
Employment
Full_time
Location
London
Posted
2 months ago
Summary
Quantitative analyst role developing Python-based financial models and tools for fixed income assets, pension liabilities, portfolio optimisation, risk analytics, and capital modelling. The role supports investment teams through quantitative analysis, platform improvements, and technical problem-solving, with flexible working options available for discussion.
Responsibilities
- Develop financial models using Python
- Enhance tools for portfolio and risk analytics
- Improve calculation efficiency and code quality
- Support investment teams with troubleshooting
- Resolve platform issues with internal teams
- Test solutions for technical accuracy
- Implement improvements to investment tools
pythonnumpyscipypandaspolarsalgorithmsdata structurescomplexity analysisno-arbitrage principlesrisk-neutral methodsvanilla derivative pricingvarportfolio analyticsportfolio optimisationexcelcomxlwingssqlsnowflakevbablackrock aladdinstate street alphasimcorp
fixed income modellingpension liabilities modellingportfolio optimisationrisk analyticsderivative pricingcapital modelling
