Quantitative Analyst

📋 Description

• Develop and enhance financial models using Python
• Model fixed income assets and pension liabilities
• Portfolio optimisation and risk analytics
• Support capital/SCR modelling efforts
• Improve tooling, libraries, code quality and testing
• Reduce manual handovers and duplication

🎯 Requirements

• Python development with NumPy/SciPy/Pandas/Polars
• Strong CS fundamentals: algorithms, data structures, complexity
• Finance concepts: no-arbitrage, risk-neutral methods, vanilla pricing, VaR
• Portfolio analytics, management, relative value assessment
• Excel integration with Python (COM or xlwings)
• SQL/Snowflake or similar; cloud development beneficial

🎁 Benefits

• The annual performance bonus and share schemes
• Generous pension contribution
• Life assurance and Healthcare Plan
• At least 25 days holiday, plus holidays and buy/sell option
• Competitive family leave
• Electric car salary sacrifice option