Quantitative Analyst - Derivatives & Liquidity Modeling

Validus Risk Management; City Of London; On-site; GBP 55,000 - 75,000; Full time

Job summary

A prominent financial advisory firm in the UK is seeking a Quantitative Analyst to join their Quantitative Research team. The role involves developing financial models for market risk analytics with a focus on credit and liquidity risk across private market portfolios. The ideal candidate will have a Master’s degree in a quantitative field, strong Python skills, and experience in risk modelling. The position offers competitive remuneration, health care, and support for professional qualifications.

Benefits

Competitive remuneration package

Health care

Retirement plans

Financial support towards professional qualifications

Qualifications

• Minimum 3 years of experience in a quantitative finance, risk modelling, or financial engineering role.
• Practical experience with pricing and risk management of credit and/or equity derivatives.
• Solid understanding of market risk concepts including VaR, stress testing, and exposure analysis.

Responsibilities

• Design, develop, and document pricing and risk models for credit and equity derivatives.
• Work closely with Quant Dev to integrate new models into the internal Python-based risk platform.
• Support with model calibration and validation across private credit and equity-related exposures.

Skills

Quantitative finance

Risk modelling

Financial engineering

Python programming

Communication skills

Education

Master's degree in a quantitative/STEM field

Tools

C++

Rust

Job description

A prominent financial advisory firm in the UK is seeking a Quantitative Analyst to join their Quantitative Research team. The role involves developing financial models for market risk analytics with a focus on credit and liquidity risk across private market portfolios. The ideal candidate will have a Master’s degree in a quantitative field, strong Python skills, and experience in risk modelling. The position offers competitive remuneration, health care, and support for professional qualifications.