Quant Strategist

Quant Strategist – Asset & Liability Management – Securities & Derivatives

Our client a leading business operating at the heart of the pension management industry are seeking a Quant Strategist to support the enhancement of the quantitative toolkit, developing systems and datasets that enable efficient modelling and analysis across their portfolio.

Key Responsibilities

• Ensure existing models, libraries, and analytics remain accurate, robust, and well-documented
• Support BAU production processes, including running ALM analytics
• Undertake research to enhance modelling methodologies
• Work closely with ALM, Investment, Actuarial and Risk teams to refine modelling assumptions
• Develop and implement model components for production deployment, ensuring clean code

Experience & Background

• 1-4 years commercial experience contributing to model development or calibration, within an investment, actuarial, ALM, or risk environment
• Strong academic record in a quantitative discipline
• Professional qualifications (e.g., CFA, FIA, CQF, PhD) would be advantageous, but not essential
• Programming experience in Python, MATLAB, or similar would be considered
• Experience of working with large financial datasets
• Knowledge of ALM concepts or liability-driven investment (LDI) principles is extremely advantageous

Please apply below.