51 to 75 of 91 Quantitative Analyst Jobs in the UK

tools. What you’ll do: Develop analytics libraries used for pricing and risk‐management in the scope of CVA and DVA Collaborate closely with quantitative analysis colleagues and the desks Create, implement and support quantitative model for XVA and OCM businesses leveraging a wide variety of mathematical … behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency. What we’ll need from you: Experience in a comparable quantitative modelling, development or analytics role, ideally in the financial sector Must have strong technical/programming skills; C++/python, Exposure to Market Data ...

BROADBEAN_667491785767031Location: London, Greater LondonContract: ContractIndustry: BankingRecruiter: Connor LowryE-Mail: connor.lowry.66749.9115@pontoon.aplitrak.comJob Title: Quantitative Developer (Market Data Publishing)Location: London (2 days per week onsite)Remuneration: Daily rate from £750 via UmbrellaContract Details: Temporary, Initial 6 Months (Likely Extensions)Responsibilities:Develop and maintain enterprise market data publishing applications.Dive deep … internal platforms.Maintain market data entitlements and distribution to downstream systems efficiently.Work on strategic initiatives, including migrating legacy publishing processes to a central platform.Collaborate with Quantitative Research, Front Office, Market Data, and IT teams to foster synergy.Participate in the full software development lifecycle-from design and development to testing ...

Bank of America is seeking a Quantitative Finance Analyst (up to AVP) to join Global Risk Analytics in Bromley, London. You will develop, test, and maintain default risk models, work with stakeholders across risk and technology, and contribute to regulatory exams. Candidates should hold a Master … quantitative field, be proficient in C++ and Python, and have strong communication and project management skills. #J-18808-Ljbffr ...

desirable. This position is based in our London office. Responsibilities The successful candidate will Collaborate effectively with Morningstar research organization including equity, quantitative, manager, private markets or sustainability research teams, and product management to develop novel thematic and smart beta indexes that leverage Morningstar IP. Work on the entire … factsheets, client presentations, and other collateral to support go-to-market plans. Requirements Up to 2 years of experience. Bachelor's degree in a quantitative, financial discipline, or engineering. MBA from a premier institute is preferred. CFA charter or candidature (at least passed Level I) is preferred. Hands ...

seeking an experienced Senior Consultant, Manager OR Associate Director (AVP to VP Level) to join our Market Risk advisory practice, focused on delivering innovative quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on risk measurement, modelling, and regulatory compliance … contributing directly to their strategic decision‐making progress. Responsibilities Lead small and large multidisciplinary engagements and manage client relationships. Provide advanced quantitative analysis and modelling to address complex market risk challenges. Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA). Provide thought leadership ...

Bank of America in Bromley, London, is seeking a Quantitative Finance Analyst to join Global Risk Analytics. The role focuses on developing, testing and maintaining default risk models and supporting regulatory and risk management needs. You will work with Capital, Risk, Technology and Model Risk Management … deliver robust modeling solutions. You will apply advanced quantitative techniques, C++ and Python skills, and collaborate across teams to drive model enhancements and deliverables in a #J-18808-Ljbffr ...

Citibank (Switzerland) AG in London seeks a Counterparty Credit Quantitative Analyst (Vice President) who will focus on developing pricing models and analytics libraries for financial risk management. The role involves collaboration with quantitative analysts and business units to enhance risk evaluation tools. The candidate should have … strong programming skills in C++ and Python with experience in quantitative modelling. This position offers a hybrid work model and competitive benefits including a generous holiday allowance, private medical insurance, and performance-related bonuses. #J-18808-Ljbffr ...

Join a team at the forefront of quantitative model review and governance within one of the world's leading financial institutions. This is an opportunity to apply your expertise in mathematical finance, statistics, data analysis, and programming to assess methodologies that influence valuation, risk management, and capital decisions. … reusable tools, diagnostics, review standards, and governance practices while maintaining awareness of industry developments, regulatory expectations, and market practices.Required Qualifications, Capabilities, and Skills:Strong quantitative background in mathematical finance, statistics, applied mathematics, physics, engineering, computer science, or a related discipline.Practical coding ability in Python or a comparable programming language ...

tackle the most complex problems in quantitative finance, by bringing scientific clarity to financial complexity. We build smart strategies that win over time.We unite world-class researchers and engineers in an environment that values deep exploration and methodical execution - because the best ideas take time to evolve. Together … deliver commercial value are necessary.Who are we looking for The ideal candidate will have the following skills and experience:Demonstrable experience in a quantitative role working at pace with an excellent performance track recordAn appreciation of market microstructure and algorithmic order placement behaviourStrong coding skills, ideally Python and C# ...

Citi London seeks a Quantitative Analyst for the FX Algo Quant team focusing on FX Swaps and curve construction. You will build models to price and risk manage Linear FX products, collaborating with Traders and tech teams. The role demands strong programming skills (Python/Java/ ...

Morningstar is seeking a London-based index development professional to join the Indexes New Product Development Team. You will participate in the full development cycle—from ideation and design to implementation and client presentations—collaborating ...

leading valuation models, collaborating with founders and senior teammates to deliver client‐facing features. We welcome you to apply if you have a strong quantitative background and programming skills in C++ or Python, with a clear interest in finance and technology. #J-18808-Ljbffr ...

Develops algorithms for new forward pricing points for illiquid locations/commodities.Implements algorithms in Matlab and SQL.Updates related documentation.Performs analysis and modeling including developing quantitative/analytic/statistical models.With the team, ensures proper publication of curves every day.Responds to client requests/enquiries for data and analysis.Experience Required … Proven work experience performing commodity quantitative or market analysis in 1 or more of the following markets: Crude Oil; Refined Products; Electricity; Natural Gas; LNG; MetalsRegional commodity experience from Europe/Middle East or Asia.Experience with Risk Management, forward curves and/or volatility is essential.Experience using the following ...

Enhanced parental leave Life insurance Your role: As part of the Portfolio Construction and Engineering team, you will work alongside some of the best quantitative researchers and technologists to help evolve our investment capabilities. You will be responsible for performing research, managing data, and developing APIs that will … models in various portfolio construction exercises Designing and maintaining procedures and tools that make data management and research more efficient Working closely with other quantitative and technology teams in the firm in leveraging best practices from a financial theory and technological perspective. Formulating new ideas for research that will ...

models in various portfolio construction exercises Designing and maintaining procedures and tools that make data management and research more efficient Working closely with other quantitative and technology teams in the firm in leveraging best practices from a financial theory and technological perspective. Formulating new ideas for research that will … knowledge of statistics and optimization Some experience using third party risk models such as BarraOne or Axioma will be a plus Advanced degrees in quantitative disciplines such as engineering, finance, operations research, or computer science is required Progress towards CFA designation preferred Strong ability to learn and translate abstract ...

Jobtailor in London is seeking a data-savvy specialist to leverage data to identify risks, opportunities and pricing drivers for strategic decisions. You will develop risk and pricing models using machine learning to support real ...

Citibank (Switzerland) AG in London offers a Quantitative Analyst role within Cash Equity Electronic Execution. You will research microstructure, backtest trading strategies, and build production-ready components in Java for an electronic execution platform. You will work with trading, advisory, and technology teams to deliver research insights ...

Enhanced parental leave Life insurance Your role:As part of the Portfolio Construction and Engineering team, you will work alongside some of the best quantitative researchers and technologists to help evolve our investment capabilities. You will be responsible for performing research, managing data, and developing APIs that will … party risk models in various portfolio construction exercisesDesigning and maintaining procedures and tools that make data management and research more efficientWorking closely with other quantitative and technology teams in the firm in leveraging best practices from a financial theory and technological perspective.Formulating new ideas for research that will help ...

Quant Analyst – Pricing 110k 24% In Contract BonusQuant Capital is urgently looking for a Quant Analyst to join our high profile client.Our client is a well-known major global exchange.You will be part a team building cutting-edge applications and services supporting cross-asset trading … front line risk teams and sales teams.Research, develop and Implement risk management models for the Clearing Business Work with risk managers to provide quantitative supports and analytical tools to investigate and understand markets risks, liquidity risks, counterpart credit risks, etc Model review, documentation and validation remediation to ensure compliance ...

this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients.Job DescriptionWe are seeking a junior Quantitative Researcher to join our Client Solutions & Analytics team in London. Our team brings to bear PIMCO’s intellectual capital, resources and proprietary infrastructure … Management and Portfolio Management.Use proprietary software and external data sources to run risk analytics, optimisations, economic scenario analyses and stress tests.Develop and maintain complex quantitative models and proprietary analytical tools.Perform risk management, attribution and other product analysis reports on a periodic basis as required.Support senior Strategists and Quantitative ...

Project description Business Analyst required to support the delivery of Risk Metrics to FraimWrx PFE and adoption. This will be a role within the Business Analyst team servicing Risk technology related projects.Role is required to enable MUSA to migrate risk systems and credit risk methodology change. … Quant Risk Functional/Technical Competencies: THE BANK counterparty credit risk uses an advanced model for PFE so the BA needs to be quantitative and familiar with these advanced tools. THE BANK use a vendor based calculation engine, S&P Global and FraimWRX (formerly known as Quic) and that ...

days per week in the office) Company: Talan UKTalan is supporting a leading investment banking client in the search for a Front Office Quant Analyst to work directly with Rates and Credit trading desks. This is a hands-on role combining quantitative analysis, development, and trader engagement … critical decision making. The role offers significant exposure to front office stakeholders and complex financial products across Rates and Credit markets.Key ResponsibilitiesDevelop and enhance quantitative tools, trading analytics, and reporting solutions.Support pricing, risk, P&L, trade analysis across Rates and Credit products.Work closely with traders and quants to gather ...

first investigating simpler, parsimonious models A desire to work within a collaborative, team‐driven environment Skills & experience Demonstrable experience building or maintaining production quantitative trading systems Experience leading, line‐managing or mentoring a technical or quantitative team The ability to complement technical high‐frequency analysis with market insight … scale language such as Java or C++ (a plus) Experience with agentic coding tools and AI coding assistants (a plus) Postgraduate degree in a quantitative discipline, such as engineering, statistics, mathematics, physics or similar; PhD preferred About State Street Across the globe, institutional investors rely on us to help ...

resultsA working habit of first investigating simpler, parsimonious modelsA desire to work within a collaborative, team-driven environmentSkills & experienceDemonstrable experience building or maintaining production quantitative trading systemsExperience leading, line-managing or mentoring a technical or quantitative teamThe ability to complement technical high-frequency analysis with market insight … scale language such as Java or C++ (a plus)Experience with agentic coding tools and AI coding assistants (a plus)Postgraduate degree in a quantitative discipline, such as engineering, statistics, mathematics, physics or similar; PhD preferredAbout State StreetAcross the globe, institutional investors rely on us to help them manage ...

Quant Analyst Digital Data TradingOur client is a well known digital marketing firm setting up a Quant Fund based around digital arbitrage.The firm is run by several well known entrepreneurs, they have noticed some correlation between listed company share prices (globally) and the private digital data they have … start a private fund to explore monetising this. (In the form of a prop business under and FCA Agency banner). The Quant Analyst will be the lead for this set up and work on both execution as well as modelling.On a day to day basis the Quant ...