Our client is a global asset manager seeking a Quantitative Analyst to advance asset‑simulation models underpinning Strategic Asset Allocation, ALM and lifecycle investing. The role blends research, model engineering and client‑facing work with production‑grade Python/C++ code.
The ideal candidate has 3–5 years in asset management or investment banking, strong quantitative foundations, and experience deploying models to production. The position is London‑based and highly technical.
#J-18808-Ljbffr
Are you ready to take on the Quantitative Analyst – Asset Allocation & Model Engineering role at Logan Sinclair?
We appreciate your interest in this position.
Join Logan Sinclair and contribute to our ongoing work.
Take a moment to read everything above and see whether this role is right for you.
This posting is for the Quantitative Analyst – Asset Allocation & Model Engineering role at Logan Sinclair, based in Greater London, England, United Kingdom.