Quantitative Researcher – Global Asset Manager (London)
We’re partnered with a leading global asset management firm seeking a Vice President to join their Quantitative Research & Risk Modeling team in London.
This is a high-impact role within a global fixed income platform, focused on designing and implementing advanced quantitative frameworks that shape portfolio and risk decisions across global markets.
The Opportunity
You’ll join a collaborative, research-driven team responsible for developing proprietary multi-factor risk models that span credit, interest rate, and FX exposures. The position offers broad exposure to portfolio managers, traders, and risk specialists—providing the opportunity to influence investment outcomes and risk-taking decisions directly.
Working in close alignment with senior investment professionals, you’ll apply quantitative techniques and data science methods to model, analyze, and manage complex fixed income portfolios.
Key Responsibilities
Research, design, and enhance multi-factor risk and attribution models across global fixed income markets.
Build and optimize analytical tools and model libraries that inform portfolio construction and risk management.
Partner with portfolio managers, traders, and risk teams to align model outputs with investment objectives.
Mentor and guide junior quantitative researchers, contributing to team-wide knowledge sharing and best practices.
Translate quantitative research into actionable insights and communicate findings across investment teams.
Ideal Candidate Profile
Advanced academic background (PhD or MSc) in a quantitative discipline such as Finance, Economics, Mathematics, or Engineering.
7+ years’ experience in quantitative research, ideally within a buy-side fixed income or multi-asset environment.
Strong understanding of factor risk modeling, portfolio analytics, and performance attribution.
Deep knowledge of statistical and econometric methods (e.g. PCA, optimization, regression, classification, feature selection).
Proficiency in Python and familiarity with C++ or Java a plus.
Proven ability to conduct independent research and work effectively in cross-functional, collaborative teams.
Excellent communication skills and the ability to translate complex quantitative findings into practical investment insights.
This position offers the chance to work at the intersection of research, technology, and portfolio management—helping to advance the firm’s systematic risk framework and enhance decision-making across global markets.
To apply, please send your CV to quantresearch@octaviusfinance.com