Senior Quantitative Analyst – Investments Quantitative Team
Legal & General Institutional Retirement is looking for a Senior Quantitative Analyst to join our Investments Quantitative team. The role supports various areas of the wider Investments and Institutional Retirement teams through technical projects and tactical solutions, primarily using Python-based model and tool development.
Responsibilities
- Lead projects from specification through design and implementation, collaborating closely with business stakeholders.
- Develop and enhance financial models in Python for fixed‑income, pension liabilities, portfolio optimisation and risk analytics.
- Improve existing tools and processes to boost efficiency, code quality, testing and adoption of new techniques.
- Support model governance, ensuring compliance with internal standards and controls.
- Lead use‑case development and advise on model selection and suitability.
- Serve as a subject‑matter expert on data and process efficiency to enable end‑to‑end analytical workflows.
- Provide day‑to‑day model support, troubleshoot, and methodology advice to investment teams.
- Manage and escalation of platform‑related issues with internal and external technology partners.
- Ensure changes follow best practice and IT change management processes.
Qualifications
- Extensive programming experience in Python or C++ (at least two years in Python).
- Strong knowledge of computer science fundamentals: algorithms, data structures, parallelism, complexity.
- Financial engineering expertise: stochastic calculus, derivatives pricing, interest‑rate modelling, Monte Carlo simulation.
- Experience optimizing code for performance and memory efficiency.
- Familiarity with portfolio analytics, portfolio management, and relative value assessment.
- Experience with tools/platforms such as Excel integration, Azure deployment, SQL or Snowflake.
- Experience using risk analytics platforms such as BlackRock Aladdin, State Street Alpha or SimCorp.
- Degree in a quantitative discipline; postgraduate qualifications in financial engineering or related fields are beneficial.
Benefits
- Annual performance‑related bonus plan and share schemes.
- Generous pension contribution.
- Life assurance.
- Healthcare plan for permanent employees.
- 25 days holiday (plus public holidays); 26 days after 2 years’ service; option to buy and sell holiday.
- Competitive family leave.
- Electric car scheme for permanent employees (tax‑efficient salary sacrifice).
- Discounts on own products and selected high‑street and online stores.
- Commitment to net‑zero carbon workplaces by 2030.
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