Director Quantitative Researcher – Fixed IncomeGlobal Investment Firm | London
A global investment firm is seeking a Principal Quantitative Researcher to join its Fixed Income division within the Quantitative Research and Modelling team. The group develops and maintains the firm’s key modelling frameworks—spanning portfolio construction, systematic strategies, and risk analytics—that guide investment and trading decisions across global fixed income markets.
This senior position sits at the intersection of quantitative research, data science, and investment strategy. The successful candidate will lead the design and enhancement of models and analytical tools used for portfolio optimization, relative value assessment, and risk measurement. The role offers the opportunity to influence the firm’s investment process at scale and mentor junior researchers in a collaborative, research-driven environment.
Key Responsibilities
Lead the development of portfolio construction, risk management, and performance attribution models across fixed income and multi-asset products.
Research and prototype new quantitative methods to capture market dynamics and improve decision-making.
Partner with portfolio managers, traders, and risk teams to translate research into practical, deployable tools.
Oversee the implementation and continuous improvement of modelling infrastructure in Python or similar languages.
Guide junior quants in technical development, model validation, and research best practices.
Qualifications
10+ years of experience in quantitative research or model development, ideally within fixed income asset management.
Deep understanding of portfolio construction theory, systematic investment design, and risk modelling.
Advanced programming skills (Python essential; familiarity with C++ or Java a plus).
Strong background in stochastic modelling, optimization, or econometrics.
Advanced degree (PhD preferred) in a quantitative discipline such as Mathematics, Physics, Engineering, or Financial Economics.
Proven ability to lead independent research initiatives and communicate complex findings to investment audiences.
Preferred Experience
Experience working with yield curve modelling, Monte Carlo simulations, or factor-based risk systems.
Familiarity with large datasets and scalable analytical pipelines.
Track record of applying research to live investment or risk management problems.
This is an exceptional opportunity to join a leading global investment platform where quantitative innovation directly drives investment performance. The environment is open, collaborative, and intellectually rigorous—ideal for experienced researchers looking to advance the frontiers of fixed income modelling and systematic investing.
📩 Apply via: quantresearch@octaviusfinance.com