Octavius Finance has partnered with a leading London-based asset manager to appoint a Quantitative Researcher. The firm invests across global markets through a macro-driven investment framework, with a particular focus on credit opportunities spanning public and private markets.

This position sits within a specialist investment team and will play a key role in developing quantitative research, analytics, and modelling capabilities that support investment decisions across global macro and credit-related strategies. The successful candidate will work closely with portfolio managers and analysts to generate insights across a broad range of asset classes and market environments.

Key Responsibilities

1. Design, develop, and maintain quantitative models for relative value analysis, pricing, and risk assessment across global macro and credit-focused strategies
2. Build and enhance factor-based, statistical, and predictive models to analyse market dynamics, risk premia, and investment opportunities
3. Analyse large and complex datasets across fixed income, credit, derivatives, and broader macroeconomic markets
4. Support portfolio construction, optimisation, and idea generation across discretionary and systematic investment strategies
5. Develop tools for risk monitoring, stress testing, scenario analysis, and performance attribution
6. Improve valuation and analytical frameworks for complex and less liquid instruments
7. Partner closely with portfolio managers and analysts to translate quantitative research into actionable investment insights
8. Drive automation initiatives across research processes, data infrastructure, and investment workflows
9. Research and implement innovative quantitative techniques, including machine learning and alternative data applications

Candidate Profile

1. Degree in a highly quantitative discipline such as Mathematics, Physics, Engineering, Statistics, Computer Science, Finance, or Econometrics
2. Experience within asset management, hedge funds, or investment research environments
3. Exposure to global macro, fixed income, or credit markets would be advantageous
4. Strong programming skills, particularly in Python, with experience using libraries such as Pandas, NumPy, and SciPy
5. Knowledge of statistical modelling, time-series analysis, and quantitative research methodologies
6. Familiarity with portfolio construction, risk modelling, or systematic investment approaches
7. Experience working with large financial datasets and developing scalable research tools
8. Strong analytical mindset with the ability to derive insights from complex and imperfect data
9. Excellent communication and stakeholder management skills
10. A genuine interest in global markets, macroeconomics, and alternative investment strategies

To apply, please submit a copy of your word CV to