Details The hiring organisation is a large entity within the financial services industry. Description Design and implement machine learning models for financial applications, with a focus on derivatives pricing, riskanalytics, and market forecasting. Build scalable ML pipelines to process large volumes of financial data efficiently. Develop deep learning architectures for time series prediction, anomaly detection, and pattern … search. Collaborate with quantitative analysts to align ML models with pricing methodologies and identify opportunities for innovation. Support the deployment of ML solutions into production systems for real-time risk management and pricing automation. Profile Advanced Machine Learning Expertise - Demonstrates deep understanding of ML algorithms (supervised, unsupervised, reinforcement learning) and has hands-on experience with deep learning architectures like … RNNs, LSTMs, and Transformers. Strong Financial Domain Knowledge - Understands financial instruments, derivatives, and risk management principles, with experience applying ML in trading, pricing, or riskanalytics contexts. Technical Proficiency - Expert in Python and familiar with ML frameworks such as PyTorch, TensorFlow, and JAX. Skilled in using tools like scikit-learn, XGBoost, and LightGBM. Data Engineering & Infrastructure Skills More ❯
london, south east england, united kingdom Hybrid/Remote Options
Updraft
featured on the Sifted 100 UK startups - among only 25 companies to have made the list over both years 2024 and 2025. We are seeking a skilled Consumer Credit Risk Strategy Analyst with 3+ years of experience in the UK credit markets, specifically within personal loans for debt consolidation. The successful candidate will play a critical role in assessing … monitoring, and optimising credit risk strategies to ensure a balanced approach between risk management and business growth. Key Responsibilities: Conduct portfolio analytics to assess risk trends, customer behaviour, and loan performance. Analyse credit data, customer profiles, and market trends to enhance underwriting criteria. Work closely with stakeholders to optimise credit policies and improve lending strategies. Utilise … statistical and machine learning techniques to support data-driven risk assessment methodologies. Monitor key performance indicators (KPIs) related to loan approvals, delinquencies, and charge-offs. Requirements Required Skills & Experience: 3+ years of experience in a credit risk role, preferably within personal loans and debt consolidation in the UK. Strong understanding of credit scoring models, riskanalyticsMore ❯
london, south east england, united kingdom Hybrid/Remote Options
Lendable
App first credit card that empowers customers to build their credit score while meeting their spending and borrowing needs sustainably. We're looking for an analytical, commercially-minded Strategy Analytics Manager to help us grow and scale the product exponentially. This is a dynamic role where you'll tackle high impact business problems across a number of disciplines including … pricing, financial forecasting, growth, credit risk, new product development and product analytics. You'll work cross-functionally to deliver insight-driven strategies that optimise performance, drive responsible growth, and put the customer at the heart of decision-making. You'll operate in a fast-paced environment where ideas matter more than hierarchy, and execution beats bureaucracy. Your work will … funnel performance, identifying opportunities to improve cost and conversion efficiency. Stay abreast of industry trends and competitor activity to ensure our products remain fit for purpose. Financial forecasting & portfolio analytics: Collaborate closely with the Credit RiskAnalytics, Growth and Data Science teams to understand how our products and portfolio are performing at a granular sub-segment level. More ❯
We are looking for a Quantitative Developer to join our Quantitative Development team. This team is responsible for building and maintaining the firm's proprietary quantitative risk engine, which underpins our market risk analytics. As part of the wider quantitative group—alongside Quant Research and Quant Strategies —you will play a key role in integrating advanced financial models … with multiple teams and directly impact how our models are deployed and used by clients. Key Responsibilities Design, develop, and maintain components of the in-house quantitative library and risk engine. Collaborate with Quant Research and Quant Strategy teams to implement pricing and risk models for multiple asset classes. Work with Technology and Product teams to integrate quant … the firm's quantitative technology stack, including testing frameworks, CI/CD processes, and coding standards. Support market data integration with market data vendors to ensure accurate pricing and risk calculations. Document system design, development practices, and integration processes for both internal stakeholders and external clients. Requirements Minimum 2 years of experience in quantitative development, financial engineering, or riskMore ❯
Quant Developer - Pricing & Risk Technology Location: London* Function: Trading Technology/Pricing & Risk Development* Reports To: Pricing and Risk Development Lead - London* Type: Full-Time, contract, onsite This global trading and investment group operates across energy, commodities, and financial markets, combining advanced quantitative methods with large-scale technology infrastructure. Its London engineering hub plays a central role … in developing analytics that power Front Office trading, pricing, and risk systems across oil, power, gas, and equity products. Overview The Quant Developer will design, enhance, and maintain Python-based pricing and valuation libraries used across global trading desks. These libraries underpin Real Time and end-of-day risk workflows and ensure consistency between valuation, risk … with a solid grasp of financial mathematics and derivatives pricing, capable of implementing and optimising complex models in a production setting. Key Responsibilities Develop and maintain Python pricing and risk libraries covering vanilla and structured options across commodities and equities. Implement and calibrate models such as Black-Scholes, Heston, SABR, and Monte Carlo-based approaches for structured instruments (APOs More ❯
City of London, London, England, United Kingdom Hybrid/Remote Options
Lorien
Location: Central London (Hybrid) Package: £140,000 - £175,000 Department: Trading Technology/Front & Middle Office Platforms We're an energy trading business building the next generation of pricing, risk, and scheduling platforms as we expand into power and environmental products (PPAs, Guarantees of Origin, carbon certificates) alongside our core gas/LNG activities. You'll join a tight … knit engineering team that ships high-impact software used by traders, schedulers, and risk analysts every day. If you enjoy solving real-time systems challenges, writing clean C# in cloud-first architectures, and partnering with the desk, this role is for you. Design & build resilient C#/.NET services and APIs powering pricing, market data ingestion, trade capture, and … risk analytics. Integrate with ETRM/CTRM platforms (e.g., Endur, in-house risk engines) and external renewables data sources (generation forecasts, certificates registries). Deliver low-latency components for live pricing, trade workflows, and PnL/exposure reporting across gas, power, and environmental products. Automate data pipelines (e.g., SSIS/Azure Data Factory) and implement robust testing (unit More ❯