Quantitative Research Associate

Overview

Role involves developing and validating financial models for market risk analytics.

Ideal candidate has 5+ years in quantitative finance with strong Python skills and experience in credit/equity derivatives.

Locations

• United Kingdom, England, London

Requirements

• 5+ years experience in quantitative finance
• Master's degree in quantitative/STEM field
• Strong programming skills in Python
• Experience with credit/equity derivatives
• Solid understanding of market risk concepts
• Excellent communication skills

Responsibilities

• Design and develop pricing and risk models
• Integrate models into Python-based risk platform
• Support model calibration and validation
• Contribute to liquidity risk modelling
• Conduct research into new modelling methodologies
• Translate model outputs into actionable insights
• Prepare technical documentation and presentation materials

Benefits

• Competitive remuneration package
• Health care
• Retirement plans
• Financial support for professional qualifications