Quantitative Developer - Risk & Portfolio Analytics | London- Leading Global Hedge Fund | London, UK

Oxford Knight; London; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading Quant Fund seeks a Quantitative Developer to join their risk engineering team in London. The successful candidate will focus on building and optimizing computational frameworks that support portfolio risk analysis and enhance investment strategies. This role combines strong programming skills in Python with a deep understanding of financial risks to produce production-ready analytics.

Qualifications

• Strong programming skills in Python and experience with other languages is a plus.
• Deep understanding of pricing, risk modeling, and front-office trade lifecycle.
• Ability to build and deploy quantitative models in production environments.

Responsibilities

• Build scalable simulations and 'what if' scenario engines for portfolio risk analysis.
• Develop optimization tools for risk decomposition and portfolio rebalancing.
• Enhance and maintain Python-based risk models and analytics libraries.

Skills

Python

Financial risk systems

Portfolio optimization

Quantitative modeling

Education

Bachelor's or Master's in Computer Science, Engineering, Mathematics or related field

PhD is a plus

Job description

Location: London

About the Role: Quantitative Developer wanted to join a high-impact risk engineering team at a leading Quant Fund. This role focuses on building and optimizing computational frameworks that power portfolio construction, stress testing, and risk decomposition across multi-asset strategies. You will work closely with risk managers and investment teams to deliver actionable insights and production-ready analytics.

Key Responsibilities:

• Build scalable simulations and "what if" scenario engines for portfolio risk analysis
• Develop optimization tools for risk decomposition and portfolio rebalancing
• Enhance and maintain Python-based risk models and analytics libraries
• Support full revaluation pricing models and risk calculations across asset classes
• Partner with risk and front-office teams to deliver production-grade solutions

Hard Requirements:

• Strong programming skills in Python; experience with other languages is a plus
• Proven experience with financial risk systems or portfolio optimization tools
• Deep understanding of pricing, risk modelling, and front-office trade lifecycle
• Ability to build and deploy quantitative models in production environments
• Bachelor's or Master's in Computer Science, Engineering, Mathematics, or a related field. PhD is a plus.

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Contact
If you think you're a good match for the role and would like further info, please contact:

Ali Wilson
[e-mail]
([phone]
linkedin.com/in/alexander-wilson-050

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