Quantitative Analyst developing pricing and risk models for credit and equity derivatives. Collaborating with teams to enhance market risk capabilities in London, UK.
Responsibilities
Design, develop, and document pricing and risk models for credit and equity derivatives as part of the firm’s strategic expansion in these areas.
Work closely with Quant Dev to integrate new models into our internal Python-based risk platform.
Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation across private credit and equity-related exposures.
Contribute to liquidity risk modelling, credit charge calculation, and scenario analysis for private market portfolios.
Conduct research into new modelling methodologies and maintain awareness of market and regulatory developments.
Translate complex model outputs into actionable insights for both internal and external stakeholders.
Prepare technical documentation, testing frameworks, and presentation materials for model sign-off and client communication.
Requirements
Minimum 3 years of experience in a quantitative finance, risk modelling, or financial engineering role.
Master’s degree or higher in a quantitative/STEM field (e.g., Mathematics, Physics, Financial Engineering, Computer Science).
Practical experience with pricing and risk management of credit and/or equity derivatives, ideally across multiple asset classes.
Strong programming skills in Python for financial modelling and data analysis.
Solid understanding of market risk concepts including VaR, stress testing, sensitivities, and exposure analysis.
Ability to work independently on model design and testing, while collaborating effectively with cross-functional teams.
Excellent communication skills and the ability to explain quantitative results to non-specialist audiences.
Strong attention to detail and ability to manage multiple project streams.
**Preferred Qualifications:**
Experience with C++ or Rust for performance-critical quantitative modelling.
Familiarity with private market liquidity risk, credit charges, and illiquid portfolio analytics.
Exposure to interest rate and FX derivatives and related risk frameworks.
Benefits
Competitive remuneration package (salary + bonus)
Health care
Retirement plans
Financial support towards professional qualifications
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