Quantitative Analyst at LegalAndGeneral

LegalAndGeneral

London, England, gb·3h ago

Mid LevelFull-timePython

Salary Range

$38,250 - $51,750 /year

Estimated

This salary is estimated based on similar roles. The actual salary may vary.

About the Role

We are looking for a Quantitative Analyst to join our Investments Quantitative team at L&G Institutional Retirement. This role involves supporting various areas of the Investments and Institutional Retirement teams through quantitative model and tool development, primarily using Python.

Key Responsibilities

→Developing and enhancing financial models using Python for fixed income asset and pension liabilities modelling, portfolio optimisation, and risk analytics
→Improving existing tools and processes, including calculation efficiency, code quality, and testing
→Supporting processes and tools to remove manual handovers and reduce duplication
→Assisting Investments teams with tool usage, troubleshooting, and methodology advice
→Taking ownership of platform issues and working with teams to resolve them
→Ensuring business and system changes comply with IT Change Management Standard
→Collaborating with team members to develop accurate and well-tested solutions
→Working closely with the business to improve tools across the Investments function

Requirements

✓Python development experience with libraries such as NumPy, SciPy, Pandas, or Polars
✓Strong programming skills and understanding of computer science fundamentals
✓Knowledge of financial engineering concepts like no-arbitrage principles and risk-neutral methods
✓Familiarity with portfolio analytics, management, and relative value assessment
✓Experience developing Python applications or libraries and interfacing Excel with Python
✓Experience with SQL, Snowflake, or similar platforms
✓Experience with portfolio risk analytics tools like BlackRock Aladdin, State Street Alpha, or SimCorp