Quantitative Analyst

Salary: £50,000 - 90,000 per year

Requirements:

• A postgraduate qualification (Masters or equivalent) in a quantitative discipline such as mathematics, statistics, physics, engineering, computer science, econometrics or similar.
• Substantial relevant experience in investment, quantitative modelling or risk management, ideally within asset management or the buy side; closely related experience will also be considered.
• Programming experience in Python and/or R, with the ability to produce well-structured, testable code.
• Experience working with AI or machine learning models, including understanding model design, limitations, performance monitoring and validation considerations.
• Ability to work with autonomy and ownership, proactively identifying weaknesses, escalating issues appropriately and proposing practical solutions.
• Confidence to form evidence-based recommendations and communicate them clearly, including in situations of constructive challenge.
• Strong interpersonal and communication skills, with the ability to challenge effectively while building trust and working with a range of stakeholders with tact, patience and professionalism.
• A collaborative, team-oriented approach, with the ability to build strong relationships across the wider Risk function and partner effectively with stakeholders across the firm.
• Self-motivated and enthusiastic, with a strong sense of ownership and accountability.
• Client-focused and pragmatic, balancing rigorous analysis with practical outcomes.
• Curious, adaptable and committed to learning, with openness to new ideas and approaches.
• A strong critical thinker, able to evaluate issues from multiple perspectives and make sound, evidence-based judgements.
• Comfortable working in a fast-paced environment, managing multiple priorities and delivering to tight deadlines while maintaining high standards.
• A collaborative communicator, able to work effectively with others, share information openly and explain decisions clearly.
• Continuous-improvement minded, motivated to enhance outcomes for clients and strengthen how we work as a team.

Responsibilities:

• Participate in team-led research to review, challenge and validate models used across our businesses and all asset classes, including support for new product development.
• Produce clear, high-quality model validation reports and contribute to the ongoing enhancement of our model governance framework, including policies, standards, controls and documentation.
• Present validation conclusions and key risks to the Group Model Governance Committee, providing actionable recommendations and follow-up plans.
• Support the development, enhancement and implementation of risk models, contributing to projects requiring advanced quantitative techniques.
• Design and develop tools and automation to strengthen the risk management process, improving efficiency, control and transparency.
• Contribute to our business-critical tool monitoring activities, including testing, performance monitoring, issue identification and remediation tracking.

Technologies:

• AI
• Support
• Machine Learning
• Python

More:

We are Schroders, a global investment manager helping institutions, intermediaries and individuals around the world invest money to meet their goals, fulfil their ambitions, and prepare for the future. We have around 6,000 people on six continents and over 200 years of experience, while continuing to adapt as society and technology change. Our Quantitative Risk team sits within our independent Group Risk function and provides firmwide oversight of model risk and governance, while also developing and enhancing risk models and overseeing the monitoring and control of business-critical tools used across the Group. Our base is our new HQ in the City of London, where we work close to clients in the heart of the UKs financial centre with flexibility. We are an equal opportunities employer and value inclusion and diversity as a strategic priority.

last updated 34 week of 2026