Quantitative Risk Analyst

Kite Human Capital; Greater London; On-site; GBP 65,000 - 90,000; Full time

Job summary

Kite Human Capital is supporting a leading financial markets organisation in London to recruit a Quantitative Risk Analyst. You will contribute to the development and validation of margin methodologies and risk models used to manage market risk across global markets.

You will engage in empirical research, model validation, back-testing, quality assurance and large-scale data analysis to ensure the robustness of the risk management framework from day one.

Qualifications

• Recent master's or PhD graduate in a quantitative field (e.g., Mathematics, Statistics, Finance, Economics, Physics, Engineering).
• Strong knowledge of statistics, probability, stochastic processes, and derivatives pricing.

Responsibilities

• Empirical research and validation of risk models and margin methodologies.
• Back-testing, QA and large-scale data analysis to ensure robustness of the risk framework.
• Communicate technical concepts clearly to stakeholders and collaborate with risk professionals.

Skills

Python

SQL

C++

R

Statistics

Problem-solving

Education

Master's or PhD in Mathematics/Statistics/Finance/Economics/Physics/Engineering

Job description

A leading financial markets organisation is looking for a Quantitative Risk Analyst to join its risk team in London. This is an excellent opportunity for a recent Master's or PhD graduate to work on the development and validation of margin methodologies and risk models used to manage market risk across global financial markets.

You'll be involved in empirical research, model validation, back-testing, quality assurance, and large-scale data analysis, helping to ensure the robustness and effectiveness of the firm’s risk management framework.

What we're looking for

• A recent Master's or PhD graduate in Mathematics, Statistics, Finance, Economics, Physics, Engineering, or a related quantitative discipline.
• Strong knowledge of statistics, probability theory, stochastic processes, and derivatives pricing.
• Strong programming skills in Python, SQL, C++, and/or R, with the ability to work with large and complex datasets.
• Excellent analytical and problem-solving skills, coupled with the ability to communicate technical concepts clearly.

The part that makes this different

This is an opportunity to apply advanced quantitative and programming skills in a real-world financial markets environment from day one. Rather than sitting on the sidelines, you'll be contributing directly to the models and methodologies used to manage risk across globally significant markets, while working alongside experienced quantitative researchers and risk professionals.