Financial Services Firm is hiring for a Quantitative Analyst with strong Front Office and Rates experience.You will ideally have hands-on experience of implementing Rate models that go into production for use by a Front Office trading desk for investment decisions, P&L and risk calculation. Rates experience, C++ and SABR / curve construction experience is required for this role. This is a permanent role based in the City. Salary range is between £90K - £130K + Bonus and Benefits, depending on skills and experience. Experience includes: - Strong Rates Quant expertise- Experienced in C++ and some Python- Strong Model Validation and FO background- Curve building and calibration, SABR, volatility modelling.- Previous FO Strat / Quant Analyst experience You will ideally hold a relevant degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with at least 4-9 years experience as a C++ and Rates Quantitative Analyst. Strong mathematical skills required for this role. Please apply for immediate interview!

Are you someone who is looking to take your career to the next level? If so, this is a unique opportunity to join a growing sportsbook. As the senior quantitative analyst, you'll be working on the full project lifecycle from gather data to building the algorithms to predict certain sporting outcomes. Having had a successful last 12 months, they're have ambitious growth plans to become the number 1 sportsbook globally. As the company grows, the opportunity will be there for you to progress as well. Apply now if you're looking to accelerate your career working for a rapidly growing company! Key Responsibilities:<ul><li>Build models to predict certain sporting outcomes</li><li>Full autonomy on each projects where your ideas will be implemented.</li><li>Work on a number of exciting projects across different sports.</li><li>Big focus on bet builders and player props.</li></ul> Experience Required:<ul><li>Experience with building probablistic models</li><li>Experience within the sporting industry</li></ul> Package:<ul><li>Up to £120,000</li><li>Market leading bonus</li><li>Hybrid model in London office</li></ul> How to Apply:If you’re interested, submit your CV and Daniel Akanni will be in contact with you to discuss the next steps.

Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to support daily counterparty credit risk management. Responsibilities: · Develop and implement analytics for counterparty credit risk management.· Build infrastructure to consolidate counterparty credit risk models across systems.· Perform quantitative research to implement model changes, enhancements and remediations.· Work with stakeholders across business and functional teams during model development process.· Create tools and dashboards which can enhance and improve the risk analysis.· Conduct analysis on existing model short-comings and design remediation plans.· Maintain, update and back-test risk models.· Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications · At least a Master’s Degree in quantitative subject; PhD Degree is a plus.· Deep understanding of pricing and risk calculations for financial derivatives.· Strong analytical skills required to understand quantitative models, and to translate that understanding into sustainable library design, code development and integration into IT systems.· At least 3-5 years of experience in counterparty credit risk modeling.· Strong project management and organizational skills.· Proficient programming skills in python (other languages such as R is a plus), and strong data handling skills in SQL.· Excellent written skills (ability to produce well-structured model documentation).· Knowledge of Numerix and/or Bloomberg a plus.

Are you someone who is looking to take your career to the next level? If so, this is a unique opportunity to join a sports trading scale-up. As the quantitative analyst, you'll be working on the full project lifecycle from gather data to building the algorithms to predict certain sporting outcomes. They're looking for someone who is looking to take the next step in their career and accelerate your progression. You'll receive market leading training from day one where they envision you to become a manager in the long term. If you're looking to kickstart your sports quant analyst career, then this could be a great opportunity for you to join a company who will invest heavily into your development! Key Responsibilities:<ul><li>Build models to help predict certain sporting outcomes.</li><li>Work on a number of exciting projects across different sports.</li><li>Market leading 1-2-1 training</li><li>Clear progression path to senior management</li></ul> Experience Required:<ul><li>Masters or PhD in Mathematics, Computer Science (or related field)</li><li>Open to recent graduates</li></ul> Package:<ul><li>Up to £60,000</li><li>Excellent bonus</li><li>Hybrid model in London office</li></ul> How to Apply:If you’re interested, submit your CV and Daniel Akanni will be in contact with you to discuss the next steps.

Senior Quant Risk Analyst - Systematic Hedge Fund - Up to £150k + BonusMy client is a well-established systematic hedge fund hiring a Senior Quant Risk Analyst - The purpose of this hire is to expand the firm's growth following the launch of new strategies. You'll be joining a small team (<5 people) that supports all of the firm's trading pods. You'll be exposed to a variety of strategies covering multiple assets and frequencies (both positional and MM) You'll be responsible for:<ul><li>Building risk analytics to monitor current and support the launch of new strategies</li><li>Developing margin rates and risk limits for trading pods</li><li>Covering market, liquidity and operational risk</li></ul> Requirements:<ul><li>Experience in market risk (sell side or buy side)</li><li>Experience with Python / SQL / Excel</li><li>Options knowledge beneficial but not mandatory</li></ul> Interested in learning more about this opportunity? Apply now! We will contact all shortlisted candidates within 3 working days

Job Title: Investment Advisory AnalystLocation: London, UK Overview:Seeking an Investment Advisory Analyst to support a client-facing investment advisory team. The role focuses on providing investment counseling, asset allocation, and portfolio management support, without sales targets. Key Responsibilities:<ul><li>Assist with investment counseling and preparation of asset allocation balance sheets.</li><li>Create client communication materials such as performance reports and memos.</li><li>Research and assess various investment products for suitability.</li><li>Coordinate the implementation of investment recommendations with external providers.</li><li>Document meetings and manage client follow-up activities.</li></ul> Qualifications:<ul><li>Bachelor’s or Master’s degree in finance, economics, or a related field.</li><li>1-2 years of experience in investment consulting or wealth management.</li><li>Strong understanding of asset allocation and investment planning.</li><li>Excellent quantitative, communication, and organizational skills.</li><li>CFA, CAIA, or CFP designation preferred; RDR Level 4 completion within 18 months required.</li></ul> Work Environment: The role operates in an international, fast-paced setting with opportunities for client interaction and professional growth. A hybrid work model supports both in-office and remote work flexibility.

Background: Reporting to the Chief Investment Officer within a Global Family Office based in the GCC, the Senior Quantitative Analyst will be responsible for developing quantitative tools to optimize the portfolio’s strategic and tactical asset allocation using a factor-based approach. The senior quantitative analyst will also be responsible for developing risk management systems for the front office. Roles & Responsibilities:<ul><li>Conduct quantitative research and analysis to develop financial models and identify investment opportunities</li><li>Perform statistical analysis on financial data to identify trends, correlations, and patterns that will provide actionable insights for investment strategies</li><li>Develop and maintain financial models to forecast investment returns and cash flow generation, risk exposures, and other relevant financial metrics</li><li>Prepare, analyze, and interpret advanced quantitative and statistical analysis such as factor and style reports, box plots, return and risk metrics, Monte Carlo analysis</li><li>Leverage financial data in an effort to increase profitability and cash flow generation, decrease risk, and reduce transaction costs to conceiving new trading ideas, formulating them into systematic strategies, and critically evaluating their performance</li><li>Contribute to the strategic and tactical asset allocation processes for the overall portfolio</li><li>Develop the risk management processes for the overall portfolio (Risk models, risk budgets and limits, etc.) which includes a high proportion of Private Assets</li><li>Help select the most appropriate risk model from external vendors and help implement it for the overall Investment team, be the point person to answer questions on the risk management system/ approach and train other team members on risk management</li><li>Perform stress tests and scenario analysis to evaluate the potential impact of market shocks and changes in market conditions on our investment portfolios</li><li>Prepare detailed reports and presentations summarizing analysis findings, investment recommendations, and risk assessments for senior management and stakeholders</li></ul> Your Profile:<ul><li>Phd in Mathematics or Physics, CFA designation preferred</li><li>10+ years of experience, with a minimum of 3 years in the financial industry</li><li>Advanced knowledge of financial markets, investment products and portfolio management principles</li><li>Programmation skills: Python, R, Matlab or C++ for quantitative analysis and modelling</li><li>Experience with data manipulation, cleansing, and analysis using tools such as SQL, Excel and other statistical software</li><li>Excellent communication and presentation skills, with the ability to effectively convey complex quantitative concepts and findings to both technical and non-technical stakeholders.</li></ul>

The ClientMy client is a leading buy-side focused FinTech business delivering cutting edge trading technology for pre-trade analytics and order & execution management to some of the world's leading hedge funds and asset managers. What You'll Get<ul><li>An opportunity to be part of one of the most exciting FinTech businesses in the City with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives trading market.</li></ul> <ul><li>The teams are highly collaborative with excellent cross-company communication, and you are trusted to work autonomously with leadership offering guidance and support when needed.</li></ul> <ul><li>There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.</li></ul> <ul><li>They pay market leading compensation, including a lucrative commission scheme and annual discretionary bonus with ongoing opportunities for financial advancement.</li></ul> <ul><li>They offer a hybrid office and working from home model.</li></ul> <ul><li>They offer benefits including pension, healthcare, life insurance, 26 days holiday, 10 further days working from wherever you want in the world, onsite gym, cycle to work scheme and a range of other benefits.</li></ul> What You'll Do<ul><li>Joining the Quantitative Analytics & Development team, you will play a key role in the development and enhancement of their in-house pricing and risk models, working across a range of securities and derivatives, with a focus on Non-Linear Rates products. The models are implemented in the Quant Library, which is written in C++.</li><li>Play a key role in the building of new C++ & Python based tools and services in line with the needs of the clients.</li><li>Play a key role in the implementation of models into the pricing and risk platform using C#.</li><li>Play a key role in the monitoring and support of the Quant production system.</li><li>Work collaboratively with a cross-functional team of developers, engineers, product managers and leadership to evolve and execute the product roadmap in a time efficient manner.</li></ul> What You'll Need<ul><li>Extensive experience working as a quantitative analyst in a trading environment.</li><li>Extensive experience of modelling and implementing pricing libraries.</li><li>SABR Volatility model expertise.</li><li>Strong development skills in C++.</li><li>Interest Rate Derivatives experience, specifically Options, with Exotics being beneficial.</li><li>A Master's degree or a PhD in a mathematical or STEM discipline.</li><li>Excellent communication skills.</li><li>A passion for working in a FinTech environment.</li></ul>

Quantitative Analyst Jobs in London Area, United Kingdom

Front Office Quantitative Analyst C And Rates
December 17, 2024

Senior Quantitative Analyst Sports
December 11, 2024

Credit Risk Quantitative Analyst
December 8, 2024

Quantitative Analyst Sports
December 6, 2024

Senior Quantitative Analyst
December 5, 2024

Quantitative Analyst Investments
December 5, 2024

Senior Quantitative Analyst Gcc Based Family Office
December 1, 2024

Quantitative Analyst Interest Rate Options Asset Management Fintech
November 27, 2024

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Quantitative Analyst Jobs in London Area, United Kingdom

Front Office Quantitative Analyst C And RatesDecember 17, 2024

Senior Quantitative Analyst SportsDecember 11, 2024

Credit Risk Quantitative AnalystDecember 8, 2024

Quantitative Analyst SportsDecember 6, 2024

Senior Quantitative AnalystDecember 5, 2024

Quantitative Analyst InvestmentsDecember 5, 2024

Senior Quantitative Analyst Gcc Based Family OfficeDecember 1, 2024

Quantitative Analyst Interest Rate Options Asset Management FintechNovember 27, 2024