AVP, Business Solutions & Risk
Gravitas advertises this role for an unnamed investment institution. The analyst translates front-office questions into quantitative models, datasets and validated research capabilities.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Define analytical requirements with portfolio managers
- Develop and backtest investment models
- Structure specialised research datasets
- Validate outputs and communicate findings through visual tools
What they ask for
Required
- Six to eight years in relevant financial work
- Python and SQL
- Quantitative model development and validation
- Data-engineering familiarity
- AI-assisted research
- Stakeholder communication
Preferred
- CFA or FRM
- Education
- Quantitative bachelor qualification or finance study with substantial quantitative content.
- Experience
- 6–8 years in asset management, financial services or a related field.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Build a documented model answering an investment question
- Demonstrate backtest validation and data-quality controls
- Present model limitations to a nontechnical portfolio manager
What to study
- Probability, Statistics and Financial Data
- Quantitative Research, Data and Backtesting
- Financial Machine Learning
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Gravitas Recruitment Group’s site before applying: requirements, location and pay can change after we check them.
View the posting on Gravitas Recruitment Group’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Gravitas Recruitment Group and doesn’t handle applications.