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Mid LevelFull-timePythonC++Azure
Salary Range
$38,250 - $51,750 /year
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 the Investments Quantitative team at Legal & General Institutional Retirement. This role involves supporting various areas of the Investments and Institutional Retirement teams through quantitative model/tool development and analyses, primarily using Python.
Key Responsibilities
- →Developing and enhancing financial models in Python to support fixed income, pension liabilities, portfolio optimisation and risk analytics
- →Improving existing tools and processes by boosting efficiency, code quality, testing and use of new techniques
- →Supporting model governance processes and ensuring compliance with internal standards and controls
- →Leading the development of use cases and advising on model selection and suitability
- →Acting as a subject matter expert on data and process efficiency to enable robust end-to-end analytical workflows
- →Supporting investment teams with day-to-day model usage, troubleshooting, methodology advice and enhancements
- →Managing and escalating platform-related issues in collaboration with internal and external technology partners
- →Ensuring all changes follow best practice and relevant IT change management processes
Requirements
- ✓Strong programming skills, with extensive experience in Python or C++ (plus at least two years of Python development), including experience interfacing with routines written in C++ (e.g. using pybind11)
- ✓Deep understanding of computer science fundamentals including algorithms, data structures, parallelism and complexity
- ✓Knowledge of financial engineering concepts such as stochastic calculus, derivatives pricing, interest rate modelling and Monte Carlo simulation
- ✓Experience optimising code for performance and memory efficiency
- ✓Familiarity with portfolio analytics, portfolio management and relative value assessment
- ✓Experience working with tools or platforms such as Excel integration (COM/xlwings), Azure deployment, SQL or Snowflake
- ✓Experience using risk analytics platforms such as BlackRock Aladdin, State Street Alpha or SimCorp
- ✓A degree in a quantitative discipline, with a postgraduate qualification in financial engineering or related fields considered beneficial
Benefits
- ★The opportunity to participate in our annual, performance-related bonus plan and valuable share schemes
- ★Generous pension contribution
- ★Life assurance
- ★Healthcare Plan (permanent employees only)
- ★At least 25 days holiday, plus public holidays, 26 days after 2 years’ service. There’s also the option to buy and sell holiday
- ★Competitive family leave
- ★Participate in our electric car scheme, which offers employees the option to hire a brand-new electric car through tax efficient salary sacrifice (permanent employees only)
- ★There are the many discounts we offer – both for our own products and at a range of high street stores and online
- ★We’re creating net-zero carbon workplaces by 2030 by investing in our sustainable, modern offices across the UK, all designed to bring people together and elevate the in-person experience
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