Quantitative Risk Modeler - Remote / Flexible

Acquisition; Greater London; Hybrid; GBP 50,000 - GBP 80,000; Full time

Job summary

A leading financial services firm in London is seeking a Quantitative Analyst in Risk Modelling & Valuation. The role involves developing and validating quantitative models for risk measurement and asset valuation. Candidates should possess a strong quantitative background, programming skills in Python or R, and experience in financial institutions. This position offers mentorship and opportunities for professional growth in a collaborative environment, supporting both in-office and remote working models.

Benefits

Structured mentorship

On-the-job training

Global learning programmes

Qualifications

• Strong quantitative background, preferably with an MSc/PhD.
• Experience in quantitative modelling or valuation in financial institutions.
• Proficient programming skills in Python, R, C++ or MATLAB.

Responsibilities

• Develop and maintain quantitative models for risk measurement.
• Perform calibration and validation of risk and valuation models.
• Conduct statistical analysis to support modelling tasks.

Skills

Quantitative modelling

Programming in Python or R

Data handling (SQL, ETL)

Analytical thinking

Communication with stakeholders

Education

MSc/PhD in Mathematics, Statistics, Financial Engineering, or related discipline

Tools

Python

R

C++

MATLAB

SQL

Job description

A leading financial services firm in London is seeking a Quantitative Analyst in Risk Modelling & Valuation. The role involves developing and validating quantitative models for risk measurement and asset valuation. Candidates should possess a strong quantitative background, programming skills in Python or R, and experience in financial institutions. This position offers mentorship and opportunities for professional growth in a collaborative environment, supporting both in-office and remote working models.