Description

We are seeking a highly skilled and intellectually curious quantitative analyst to join our Portfolio Optimisation team. This role is central to enhancing portfolio construction, risk management, and capital allocation across strategies. You will work closely with portfolio managers, researchers, and technologists to develop and implement optimisation frameworks that improve risk-adjusted returns.

Key Responsibilities

• Design and implement portfolio optimisation models using advanced quantitative techniques.
• Develop tools for asset allocation, trade sizing, and risk budgeting across multi-asset portfolios.
• Collaborate with PMs and risk teams to integrate optimisation insights into investment processes.
• Analyse portfolio performance and attribution to identify inefficiencies and improvement opportunities.
• Maintain and enhance proprietary optimisation libraries and infrastructure.
• Conduct research on new optimisation methodologies, including robust and stochastic approaches.
• Support scenario analysis, stress testing, and liquidity-aware optimisation.

Required Qualifications & Experience

• 3+ years of experience in a quantitative role within a hedge fund, asset manager, or investment bank.
• Strong programming skills in Python (preferred), R, or MATLAB; familiarity with optimisation libraries (e.g. CVXPY, Gurobi, CPLEX).
• Deep understanding of portfolio theory, convex optimisation, and statistical modelling.
• Experience with financial data, risk models, and performance analytics.
• Familiarity with multi-asset strategies and derivatives is a plus.

Preferred Skills

• Knowledge of machine learning techniques applied to portfolio construction.
• Experience with cloud computing and scalable data infrastructure.
• Strong communication skills and ability to work cross-functionally.
• Intellectual curiosity and a passion for solving complex problems.