Associate / Senior Associate – Quantitative Modeling & Strategies Global Asset Manager | London
We are partnering with a leading global investment firm seeking an Associate / Senior Associate to join their Quantitative Modeling and Strategies team within their Fixed Income division.
This is a high-impact role offering the chance to work at the intersection of quantitative research, data science, and financial markets, developing models that directly shape portfolio construction, asset allocation, and risk management decisions across global markets.
You’ll join a team that values intellectual curiosity, collaboration, and innovation, providing a platform where your ideas will have visibility across the business and contribute to the evolution of the firm’s systematic investment process.
The Opportunity
As part of the Quantitative Modeling and Strategies Group, you’ll help design and implement strategic and tactical asset allocation models, portfolio construction algorithms, and multi-factor risk models that inform global investment decisions.
The team covers all major fixed income markets, modelling credit, interest rate, and FX risk, and works closely with portfolio managers, traders, and risk specialists to translate quantitative insights into actionable strategies.
You’ll be part of a collaborative, idea-driven environment where innovation is encouraged, and your work has visible impact across the business.
Key Responsibilities
Research, design, and enhance quantitative models for portfolio construction, asset allocation, and risk management.
Build and refine multi-factor risk models across global fixed income markets.
Partner with portfolio and risk teams to develop data-driven solutions that directly influence investment outcomes.
Design and develop scalable analytics platforms using Python (or similar object-oriented programming languages).
Contribute to a research-driven culture, exploring new modelling approaches and sharing innovative ideas.
Ideal Candidate Profile
Bachelor’s degree in a quantitative discipline (Mathematics, Statistics, Engineering, Physics, Computer Science, Finance, or related).
Proficient in Python, C++, or Java, with hands-on experience building quantitative tools or models.
Solid mathematical foundation and strong analytical problem-solving skills.
Excellent communicator with the ability to bridge technical research and investment application.
Self-motivated, detail-oriented, and intellectually curious, with a collaborative mindset.
What Will Set You Apart
Advanced degree (MSc/PhD preferred) in a quantitative or financial discipline.
Deep understanding of statistical modelling, including PCA, optimization, regression, and classification.
Experience with factor risk models, structured finance, or Monte Carlo simulations.
Exposure to multi-asset or credit markets and cross-market modelling.
Demonstrated ability to conduct independent research and thrive in a team setting.
This is an opportunity to join a globally respected investment firm where you can combine technical excellence with commercial impact, working alongside leading investors to develop models that influence real-world portfolio decisions.
📩 To apply, please send your CV to quantresearch@octaviusfinance.com.