Quantitative Analyst

We are looking for a Quantitative Analyst to join our Investments Quantitative team at L&G Institutional Retirement. The team supports the Investments and Institutional Retirement teams with long-term strategic technology projects and tactical solutions through quantitative model/tool development and analyses, primarily using Python. The successful candidate will work with other members of the team to develop solutions to highly technical problems and ensure that solutions are accurate and well-tested.

Requirements

• Python development experience, including use of NumPy, SciPy, Pandas or Polars
• Strong programming skills and understanding of computer science fundamentals such as algorithms, data structures and complexity
• Understanding of key financial engineering concepts such as no-arbitrage principles, risk-neutral methods, vanilla derivative pricing and VaR
• Familiarity with portfolio analytics, portfolio management and relative value assessment
• Experience developing applications or large Python libraries and interfacing Excel with Python (COM or xlwings)
• Experience with SQL, Snowflake or similar platforms, with cloud-based development or VBA considered beneficial
• Experience using portfolio risk analytics tools such as BlackRock Aladdin, State Street Alpha or SimCorp

Benefits

• Annual, performance-related bonus plan
• Generous pension contribution
• Life assurance
• Healthcare Plan (permanent employees only)
• At least 25 days holiday, plus public holidays, 26 days after 2 years' service
• Competitive family leave
• Electric car scheme
• Many discounts for own products and at high street stores and online