Multi-Asset Analyst (12 month Maternity cover)
Core
Maintaining and enhancing analytical tools for devising and monitoring dynamic investment strategies across public and private markets, including government bonds and swaps.
Role type
Senior quantitative analyst (multi-asset)
Builds
Scalable and robust tools for asset allocation and risk monitoring
Domain
Asset Management / Fixed Income / Derivatives
Deliverable
production ML models
Required skills
Complex asset class knowledge, Derivatives expertise, Statistics, Econometrics, VBA, Python, MATLAB, Data modeling, Risk metrics analysis, Documentation
Preferred skills
Coding aptitude, Advanced diagnostic skills, Quantitative analysis experience