Quantitative Analyst

About Us

Schroders is a global investment manager which provides active asset management, wealth management and investment solutions. We aim to provide excellent investment performance to clients through active management. We serve a diverse client base that includes pension schemes, insurance companies, sovereign wealth funds, endowments, foundations, high net worth individuals, family offices, as well as end clients through partnerships with distributors, financial advisers, and online platforms.

Established in 1804, we have around 5,500 people across 36 global locations. Schroders' success can be attributed to its diversified business model, spanning different asset classes, client types and geographies.

We're a global investment manager. We help institutions, intermediaries and individuals around the world invest money to meet their goals, fulfil their ambitions, and prepare for the future.

We have around 6,000 people on six continents. And we've been around for over 200 years, but keep adapting as society and technology changes. What doesn't change is our commitment to helping our clients, and society, prosper.

We moved into our new HQ in the City of London in 2018. We’re close to our clients, in the heart of the UK’s financial centre and we have everything we need to work flexibly.

The Quantitative Risk team sits within the independent Group Risk function and providesfirmwide oversight of model risk and governance. The team also develops and enhances risk models and oversees the monitoring and control of business-critical tools used across the Group.

Participate in team-led research toreview, challenge and validate models used across Schroders’ businesses andall asset classes, including support fornew product development.

Produce clear, high-quality model validation reports and contribute to the ongoing enhancement of the firm’smodel governance framework(policies, standards, controls and documentation).

Present validation conclusions and key risksto the Group Model Governance Committee, providing actionable recommendations and follow-up plans.

Support the development, enhancement and implementation of risk models, contributing to projects requiring advanced quantitative techniques.

Design and develop tools and automation to strengthen the risk management process, improving efficiency, control and transparency.

Contribute to the firm’sbusiness-critical tool monitoring activities, including testing, performance monitoring, issue identification and remediation tracking.

• Apostgraduate qualification (Master’s or equivalent) in aquantitative discipline(e.g., mathematics, statistics, physics, engineering, computer science, econometrics or similar).
• Substantial relevant experience in investment, quantitative modelling or risk management, ideally within asset management / the buy side(we will also consider closely related experience).
• Programming experience in
  
  Python and/or R, with the ability to produce well-structured, testable code.
• Experience working withAI / machine learning models, including understanding model design, limitations, performance monitoring and validation considerations.
• Comfortable working with autonomy and ownership—proactive in identifying weaknesses, escalating issues appropriately and proposing practical solutions.
• Confidence toform evidence-based recommendations and communicate them clearly, including in situations of constructive challenge.
• Strong interpersonal and communication skills—able to challenge effectively while building trust, and to work with a range of stakeholders with tact, patience and professionalism.
• A collaborative, team-oriented approach, with the ability tobuild strong…