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Bruin seeks a Quantitative Analyst to join its independent Quantitative Risk team in London. You will review and challenge models across asset classes, support model development, and present findings to senior governance committees.
The ideal candidate holds a Quantitative Master’s degree, is proficient in Python and/or R, and has strong stakeholder communication. Buy-side experience is preferred but strong banking candidates will be considered.
A leading global investment manager is seeking a Quantitative Analyst to join its independent Quantitative Risk team in London.
This is an excellent opportunity to work across model risk, model validation, quantitative research, AI/ML models and risk governance within a highly visible buy-side environment. You'll review and challenge models across multiple asset classes, support quantitative model development, and present findings to senior governance committees.