Quantitative Analyst

Invenire Group; Greater London; On-site; GBP 45,000 - 70,000; Full time

Job summary

A global commodities firm in London is seeking a skilled Quantitative Analyst to join their risk management team. This role involves model validation, quantitative analytics, and collaboration with traders and senior risk professionals to ensure robust risk methodologies.

Qualifications

• Experience in model validation or quantitative analytics in financial institutions.
• Strong understanding of risk metrics including VaR and ES.

Responsibilities

• Validate a broad range of quantitative models for front office activities.
• Collaborate with Risk and Middle Office teams to resolve discrepancies.

Skills

Python

SQL

Risk Metrics

Model Validation

Education

Minimum 2:1 degree in a quantitative or technical discipline

Tools

Trading Systems

Market Data Sources

Job description

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Connecting Accounting Professionals with Market Leading Companies

Location: London

Job Title: Quantitative Analyst

Our client a global commodities firm are seeking a highly skilled Quantitative Analyst to join their risk management team in London. This role focuses on model validation, quantitative analytics, risk methodologies and risk management. You will be responsible for developing, testing, and validating risk models while working closely with traders, quants, and senior risk professionals.

Key Responsibilities

• Independently assess and validate a broad range of quantitative models used in front office activities, covering derivatives pricing, complex options, structured trades, and the construction of volatility surfaces and forward curves.
• Challenge the robustness of model methodologies by critically analyzing underlying assumptions, input data quality, and performance outcomes to ensure they are aligned with business and regulatory expectations.
• Conduct regular reviews of model documentation, ensuring it is comprehensive, clearly articulated, and aligned with both internal governance frameworks and external regulatory requirements.
• Collaborate with Risk and Middle Office teams to resolve valuation discrepancies, explain P&L attribution, and investigate any inconsistencies in reported risk or profit and loss figures.
• Support daily risk monitoring for complex products such as exotics and options by contributing insights into concentrations and exposures within trading portfolios.
• Highlight and address modelling limitations, proposing enhancements and conducting thorough validation of any model modifications.
• Maintain and update documentation related to current modelling practices, processes, and infrastructure, while contributing to the design and definition of future state architecture.
• Perform ongoing monitoring of model performance and lead periodic revalidation exercises to ensure continued accuracy and relevance.
• Clearly communicate validation outcomes and recommendations to a range of stakeholders including model developers, senior leadership, Market Risk, and Middle Office teams.

Requirements:

• Minimum 2:1 degree in a quantitative or technical discipline such as Maths, Physics, Engineering, or Computer Science.
• Experience in model validation, quantitative analytics, or a related function within a trading house, investment bank or other financial institutions.
• Strong understanding of risk metrics, including VaR, ES, liquidity and funding risk.
• Familiarity with pricing and behaviour of complex options (e.g., American, Asian, Quanto, Barrier, Chooser, Spread).
• Good grasp of market risk sensitivities, especially around interest rate and FX exposures (PV01, CS01, DV01).
• Awareness of regulatory frameworks (Basel III, IFRS 9, CCAR, etc.) is an advantage.
• Skilled in Python and SQL for data analysis and model testing.
• Experience with trading systems (e.g., Endur, Aspect, RightAngle) and market data sources (e.g., Bloomberg, Totem) is helpful but not required.

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Analyst, Finance, and Information Technology

• Industries

  Financial Services and Oil and Gas

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