Quantitative Analyst​/Researcher, Fixed Income, Global Asset Manager

Location London

Compensation Competitive

Our client is a global asset manager seeking a Fixed Income-focused Quantitative Analyst in London. The role develops models and tools that directly support front-office investment across rates, credit, FX and derivatives. It combines portfolio construction, valuation, risk and performance attribution with hands-on coding and stakeholder engagement.

• Design and maintain quantitative infrastructure and models to inform front-office decisions across fixed income, FX and derivatives.
• Create and refine portfolio optimisation and construction tools (e.g., Black-Litterman).
• Build risk, valuation and performance attribution frameworks for the front office.
• Transition Excel/VBA workflows to scalable MATLAB/Python/SQL implementations.
• Provide robust analysis and clear narratives for high-profile institutional presentations.
• Work with PMs, systems analysts and developers to enhance tools and data pipelines.
• Deliver ad-hoc quantitative research to portfolio managers and clients.

• Proven front-office quant or closely related experience.
• Track record delivering portfolio optimisation, risk and performance attribution models.
• Experience writing production-quality code and improving model infrastructure.
• Solid understanding of fixed income, currencies and derivatives.
• Analytical, detail-focused thinker with a first-principles approach.
• Clear communicator; collaborative and able to work autonomously.