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Quantitative Analyst

  • Location: London
  • Sector: Risk
  • Salary: £60000 - £70000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 20/10/2017
  • Job reference: MA27921

There is an opportunity for a quant analyst to work in a consulting function within a boutique risk consulting firm. The role will involve a broad range of responsibilities including risk modelling, derivative pricing, analysis of hedging strategies, and developing tools for the rest of the business

The firm is a fast-growing, forward thinking business, and provides a great work - life balance. The offices are located just outside of London, and the majority of work is there, excepting some client site work, so it provides a great lifestyle environment also.

Key Responsibilities will include:

  • Market Risk modelling - VaR, sensitivity analysis, and statistical/probability analysis
  • Strategic modelling, mathematical optimisation
  • Pricing of OTC derivatives
  • Modelling and analysis of hedging strategies
  • Ad-hoc tool development, system development, and enhancement of risk management processes and systems

The role requires experience in a quantitative function, understanding of derivatives, and proficiency with relevant programming languages such as R, Python, and SQL.

In return, the starting basic salary will be in the range of £60,000 - £70,000 plus benefits and bonus.

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