Quant Analyst - Consultancy

Hamilton Barnes Associates Limited; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading consultancy firm is seeking a skilled Quant Analyst for a 6-month contract. You will develop internal risk models for CVA calculations, collaborate across teams, and ensure compliance and governance. This role requires strong programming skills in C++ and Python and expertise in financial mathematics.

Qualifications

• Strong expertise in C++ and Python programming.
• In-depth knowledge of financial mathematics and derivatives modelling.
• Experience in Front Office or quantitative risk model development roles.

Responsibilities

• Develop, test, and enhance internal risk models for CVA calculations.
• Collaborate to ensure model accuracy and deployment.
• Translate mathematical concepts into production-level code.

Skills

C++

Python

Financial Mathematics

Derivatives Modelling

Communication Skills

Job description

Are you looking for an exciting new opportunity? Join one of the world's leading IT services, consulting, and business solutions organization. Founded in 1968, the company consistently ranks among the top global IT service providers. With a presence in over 50 countries, the company has built a reputation for delivering high-quality technology services across industries including banking, healthcare, telecommunications, and retail.

The leading consultancy firm is seeking for a skilled Quant Analyst to join on a 6-month contract with strong potential for extension. Want to be part of a team that thrives in excellence? Feel free to reach out and apply today!

Key Responsibilities:

• Develop, test, and enhance internal risk models used for CVA calculations, with a focus on products sensitive to implied volatility (eg Corridor Variance Swaps).
• Collaborate with QA Equity & Hybrid Products, Front Office, Technology, and Model Validation teams to ensure model accuracy and deployment.
• Maintain high standards in model documentation, compliance, and risk governance.
• Translate complex mathematical concepts into robust, production-level code in C++ and Python.
• Ensure risk model performance, robustness, and alignment with Front Office trading strategies.

Required Skills/Qualifications:

• Strong expertise in C++ (ideally in a shared library context) and solid Python programming.
• In-depth knowledge of financial mathematics, derivatives modelling, and structured products.
• Experience working in Front Office or quantitative risk model development roles.
• Excellent communication skills, able to present complex models clearly to diverse stakeholders.

Location:

• 2x Per Week in London

Duration:

• 6 months

Daily Rate:

• Up to £650 Per Day (Inside IR35)