exclusive features. Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for a Quantitative Developer who would leverage Python, Cloud infrastructure (AWS), and scientific frameworks to provide data-driven, risk management solutions to Risk Managers, Portfolio Managers, Business Management. Responsibilities Work in the intersection of Portfolio Management, Risk Management and Quantitative Research to develop riskanalytics solutions for Equity Derivatives businesses. Collaborate with risk management for rapid prototyping and delivery of solutions to enhancement risk metrics. Develop data ingestion pipelines and analytics the generated information. Design and … Mentor junior team members, fostering growth and collaboration within the team. Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to Portfolio and Risk Managers Required Skills/Experience Minimum 5 years of experience using Python and scientific python libraries (e.g., pandas, NumpPy, SciPy). Strong understanding of cloud infrastructure and experience working More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Paritas Recruitment
Senior Investment Risk Analyst - Perm Location: London, United Kingdom Hybrid Working Model Salary: Up to £90,000 + Bonus Paritas is aligned with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge … of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes, combined with self-sufficiency and initiatives. You will: Design processes to ensure that accurate riskanalytics are available on a timely basis. Analyse risk attribution reports for use by the Portfolio Managers, Head … s of, Asset Class Heads, and other interested users of the data, such as senior management, board directors, marketing, and compliance. Work with Portfolio Managers in regular risk review meetings, as well as off-cycle focus discussions, covering all aspects of investment risk, performance and other relevant metrics to ensure portfolios are managed in the client’s best More ❯
Senior Investment Risk Analyst - Perm Location: London, United Kingdom Hybrid Working Model Salary: Up to £90,000 + Bonus Paritas is aligned with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge … of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes, combined with self-sufficiency and initiatives. You will: Design processes to ensure that accurate riskanalytics are available on a timely basis. Analyse risk attribution reports for use by the Portfolio Managers, Head … s of, Asset Class Heads, and other interested users of the data, such as senior management, board directors, marketing, and compliance. Work with Portfolio Managers in regular risk review meetings, as well as off-cycle focus discussions, covering all aspects of investment risk, performance and other relevant metrics to ensure portfolios are managed in the client’s best More ❯
the value of our clients' portfolios by providing easier access to integrated liquidity, financing and research. We back our trading and securities lending solutions with proprietary technology that mitigates risk, and with flow research that offers insights into investor behavior. Our data and analytics teams give asset owners and managers insights that help put strategy into action. You … will provide information and data management plus analytics that help plot results and manage risk. Working with us, you will help keep our clients connected to market trends as they happen. Business Strategy and Project Management ( 63 ) jobs Compliance, Risk and Legal ( 49 ) jobs Data, Research and Trading ( 24 ) jobs Finance and Audit ( 61 ) jobs Financial Software and … provisioning, working Develop and execute robust validation framework for AI/ML models, including generative AI, nature language processing and deep learning models. 5+ years of experience in quantitative analytics includi We are looking for an experienced quantitative analyst with a Master's or PhD in a quantitative discipline and 2-4 years of financial modeling experience. Key responsibilities More ❯
response to market demands, client expectations, and the increasing sophistication of investment strategies. This role sits within the ISS Delivery team, which partners closely with our front office investment risk teams to deliver change that enhances investment decision-making and risk management capabilities. We are seeking a Business Analyst with deep subject matter expertise in Investment Risk and experience working directly with Portfolio Managers, Portfolio Construction and Investment Risk Teams to support portfolio construction and analytics processes. The successful candidate will bring front office exposure and act as a trusted advisor - partnering with business stakeholders to shape how technology can best support the growth of our businesses. As a Senior Business Analyst, you will … depth high quality business analysis, including detailed requirements, process mapping, and documentation to support the delivery of effective and scalable technology solutions. Acting as a domain SME in Investment Risk and partnering with business leaders to shape and prioritise initiatives. Collaborating closely with technology counterparts (architects, engineers, and other business analysts) and operational teams across geographical locations to deliver More ❯
and CEO, you will be a key partner in driving multi-million-dollar portfolio growth across diverse asset classes. You will shape high-impact capital allocation decisions, design robust risk frameworks, and help cultivate a culture of analytical excellence within a discreet, focused environment. This is an opportunity for a proven investment leader to make a foundational impact on … support including flights, visa sponsorship, and two weeks of hotel accommodation upon arrival. Innovate with Advanced Tools: Leverage Bloomberg, Barra/Axioma, proprietary quantitative models, and advanced Python-based analytics frameworks to drive sophisticated investment decisions and cutting-edge financial modeling. What You'll Achieve: Architect Strategic Investments: Lead the development of sophisticated investment portfolio strategies across multiple asset … classes that drive exceptional returns. Design Risk Management Excellence: Develop and implement comprehensive risk frameworks that ensure robust oversight while optimizing portfolio performance. Lead Quantitative Innovation: Spearhead research initiatives that enhance our investment models across equities, credit, and options markets. Drive Investment Policy Formation: Partner with the CIO to formulate strategic investment approaches that balance growth objectives with More ❯
and CEO, you will be a key partner in driving multi-million-dollar portfolio growth across diverse asset classes. You will shape high-impact capital allocation decisions, design robust risk frameworks, and help cultivate a culture of analytical excellence within a discreet, focused environment. This is an opportunity for a proven investment leader to make a foundational impact on … support including flights, visa sponsorship, and two weeks of hotel accommodation upon arrival. Innovate with Advanced Tools: Leverage Bloomberg, Barra/Axioma, proprietary quantitative models, and advanced Python-based analytics frameworks to drive sophisticated investment decisions and cutting-edge financial modeling. What You'll Achieve: Architect Strategic Investments: Lead the development of sophisticated investment portfolio strategies across multiple asset … classes that drive exceptional returns. Design Risk Management Excellence: Develop and implement comprehensive risk frameworks that ensure robust oversight while optimizing portfolio performance. Lead Quantitative Innovation: Spearhead research initiatives that enhance our investment models across equities, credit, and options markets. Drive Investment Policy Formation: Partner with the CIO to formulate strategic investment approaches that balance growth objectives with More ❯
Quantitative Analyst – Commodities Derivatives Modelling Location: London Employment Type: Permanent A leading global investment bank is seeking a highly skilled Quantitative Analyst to join its front-office quantitative analytics team, with a focus on commodities derivatives modelling . This role offers the opportunity to contribute to the design, development, and enhancement of state-of-the-art pricing models and … volatility frameworks that underpin the firm’s global commodities trading and risk management activities. The successful candidate will combine strong quantitative expertise with advanced programming capabilities and a deep understanding of derivative pricing and volatility modelling. While direct experience in commodities is preferred, relevant expertise in other asset classes such as FX or equities with complex volatility dynamics will … also be considered. Key Responsibilities: Develop, implement, and maintain pricing and risk models across a wide range of commodities derivatives. Design and calibrate volatility models and surfaces to support trading and risk functions. Deliver scalable and efficient analytics infrastructure using C++ and Python , aligned with front-office requirements. Work closely with trading, structuring, and risk teams More ❯
Quantitative Analyst – Commodities Derivatives Modelling Location: London Employment Type: Permanent A leading global investment bank is seeking a highly skilled Quantitative Analyst to join its front-office quantitative analytics team, with a focus on commodities derivatives modelling . This role offers the opportunity to contribute to the design, development, and enhancement of state-of-the-art pricing models and … volatility frameworks that underpin the firm’s global commodities trading and risk management activities. The successful candidate will combine strong quantitative expertise with advanced programming capabilities and a deep understanding of derivative pricing and volatility modelling. While direct experience in commodities is preferred, relevant expertise in other asset classes such as FX or equities with complex volatility dynamics will … also be considered. Key Responsibilities: Develop, implement, and maintain pricing and risk models across a wide range of commodities derivatives. Design and calibrate volatility models and surfaces to support trading and risk functions. Deliver scalable and efficient analytics infrastructure using C++ and Python , aligned with front-office requirements. Work closely with trading, structuring, and risk teams More ❯
have impact' across existing accounts and seeking out new client names. Our client is an international award-winning investment technology and research provider with a particularly strong institutional portfolio analytics offering i.e. multi-asset class performance, portfolio construction, attribution, factor analysis, manager research and riskanalytics etc. The company is going through a global growth phase and … bigger players, and as part of this growth are continuing to expand and looking to appoint a sales professional in London. You'll be responsible for selling their investment analytics & research solutions to institutional asset managers, fund managers, hedge funds, pension funds and asset allocators etc. The role focus is on new business revenue, but you'll also have … in Europe and reap both the professional and personal rewards that come with such a sales position! Appropriate applicants will have: Experience selling buy side investment analysis/portfolio analytics/performance/riskanalytics, index or investment research solutions. Ideally this experience will have been gained working for either a technology, financial information or investment research More ❯
Are you a German speaking sales professional with experience selling investment analytics solutions, who would like to reap the rewards of selling a sophisticated front office investment analytics proposition? Our client is a high growth investment analytics fintech, with a unique solution with very little competition in their area of quantitative riskanalytics to analyse … to 'make the role your own' and reap the benefits of an untapped market to go after! Appropriate applicants will have: Experience selling buy side investment analysis/portfolio analytics/market risk/quantitative/financial engineering type solutions. Ideally this experience will have been gained working for either a quantitative financial technology provider or a financial … sales executive, sales manager, sales director, account executive, sales representative, VP Sales, hedge funds, buy side, asset management, investment management, mutual fund, quantitative analysis, investment analysis, portfolio management, investment analytics, index, indices, investment research, portfolio construction, portfolio management, portfolio analysis, portfolio analytics, portfolio optimization, risk management, riskanalytics, manager research, market risk, financial engineering More ❯
Are you a French speaking, new business sales professional with experience selling investment analytics solutions, who would like to reap the rewards of selling a sophisticated front office investment analytics proposition? Our client is a high growth investment analytics fintech, with a unique solution with very little competition in their area of quantitative analytics to analyse … to 'make the role your own' and reap the benefits of an untapped market to go after! Appropriate applicants will have: Experience selling buy side investment analysis/portfolio analytics/market risk management/quantitative/index/investment research type solutions. Ideally this experience will have been gained working for either a technology, financial information, or … sales executive, sales manager, sales director, account executive, sales representative, VP Sales, hedge funds, buy side, asset management, investment management, mutual fund, quantitative analysis, investment analysis, portfolio management, investment analytics, index, indices, investment research, portfolio construction, portfolio management, portfolio analysis, portfolio analytics, portfolio optimization, risk management, riskanalytics, manager research, market risk, factor models More ❯
on the ground authenticity at the heart of everything we do, our comprehensive array of commercial products and services enable you to work directly with our clients, across hedging, risk management, execution and clearing, OTC products, commodity finance and more. Payments : A Swift-accredited service bureau and member, our Payments division provides NGOs, institutions and non-profits the ability … efficiently. From strategic marketing and financial management to human resources and operational oversight, you'll have the opportunity to optimize processes and implement game-changing policies. Position purpose: The Risk Valuation Group is responsible for understanding, implementing and ensuring uniform valuation processes, practices and modelling across all StoneX entities. The group also works closely with the Market Risk … transactions to exotic options across almost all asset classes with a heavy emphasis in currencies, energy, metals, and soft commodities. This role will work in coordination with the London Risk Valuations Team and the broader US-based Risk Valuation group. Responsibilities Primary Accountabilities: Develop complete understanding of firm-wide trading positions, systems, models, data inputs and pricing sources More ❯
Head of RiskAnalytics - Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty Credit Risk (CRR) modelling function, as part of the wider global RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well … work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: • Minimum of a Master's degree in the quantitative field, preferably having achieved a PhD • A strong background in Quantitative Analysis and More ❯
RiskAnalytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the RiskAnalytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide … quantitative risk analysis to support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and … dashboards which can enhance and improve the risk analysis. • Conduct analysis on existing model short-comings and design remediation plans. • Maintain, update and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a More ❯
RiskAnalytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the RiskAnalytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide … quantitative risk analysis to support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and … dashboards which can enhance and improve the risk analysis. • Conduct analysis on existing model short-comings and design remediation plans. • Maintain, update and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a More ❯
Head of Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well … work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD A strong background in Quantitative Analysis and More ❯
This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description RiskAnalytics - Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the RiskAnalytics group that partakes in model development … over the full life-cycle of models: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to support daily counterparty credit risk management. Responsibilities Develop and implement analytics for counterparty credit risk management. Build infrastructure to consolidate counterparty credit risk models across systems. Perform quantitative research … to implement model changes, enhancements and remediations. Work with stakeholders across business and functional teams during model development process. Create tools and dashboards which can enhance and improve the risk analysis. Conduct analysis on existing model short-comings and design remediation plans. Maintain, update and back-test risk models. Assess the methodologies and processes to identify potential weaknesses More ❯
you want to login/join with: The experience expected from applicants, as well as additional skills and qualifications needed for this job are listed below. Head of Quantitative RiskAnalytics, london col-narrow-left Client: Cornwallis Elt Location: london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 07.06.2025 … Expiry Date: 22.07.2025 col-wide Job Description: Head of Quantitative RiskAnalytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function … as part of the wider RiskAnalytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for Quantitative Developer who would will leverage Java, AWS, and data manipulation libraries to provide data-driven solutions for risk management purposes to stakeholders such as Portfolio Managers, Business Management and Risk Managers. Responsibilities: Work closely with quants, risk managers and other technologists in New York, Miami, London and Singapore to develop riskanalytics solutions for our businesses (fixed-income, commodities, Equities etc) Build, enhance and maintain existing Java REST services and related systems Develop … data ingestion pipelines and core data systems to provide risk management programmatic access to analytics as well as via web interfaces Create and manage cloud applications on AWS Work with risk management for rapid prototyping and delivery of solutions Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to Portfolio and More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Risk Technology team is looking for Quantitative Developer who would will leverage Java, AWS, and data manipulation libraries to provide data-driven solutions for risk management purposes to stakeholders such as Portfolio Managers, Business Management and Risk Managers. Responsibilities: Work closely with quants, risk managers and other technologists in New York, Miami, London and Singapore to develop riskanalytics solutions for our businesses (fixed-income, commodities, Equities etc) Build, enhance and maintain existing Java REST services and related systems Develop … data ingestion pipelines and core data systems to provide risk management programmatic access to analytics as well as via web interfaces Create and manage cloud applications on AWS Work with risk management for rapid prototyping and delivery of solutions Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to Portfolio and More ❯
Quantitative Developer - Java (Risk Technology) Millennium is a top-tier global hedge fund committed to leveraging innovations in technology and data science to solve complex business problems. The Risk Technology team is seeking a Quantitative Developer who will utilize Java, AWS, and data manipulation libraries to deliver data-driven risk management solutions for stakeholders such as Portfolio … Managers, Business Management, and Risk Managers. Responsibilities: Collaborate with quants, risk managers, and technologists across New York, Miami, London, and Singapore to develop riskanalytics solutions for various asset classes (fixed-income, commodities, equities, etc.). Build, enhance, and maintain Java REST services and related systems. Develop data ingestion pipelines and core data systems to enable … risk management analytics access via programmatic interfaces and web applications. Create and manage cloud applications on AWS. Work with risk management teams for rapid prototyping and solution delivery. Contribute to Millennium's active culture by delivering timely solutions to Portfolio and Risk Managers. Required skills/experience: Strong analytical and mathematical skills with interest or experience More ❯
Press Tab to Move to Skip to Content Link Head of Syndication & Financing Risk Tech Delivery Are you a tech leader with deep expertise in riskanalytics, data solutions, and AI-driven automation? We’re looking for a Head of Syndication & Financing Risk Tech Delivery to drive the development of cutting-edge Risk, Analytics, and Data solutions for our Syndication and Financing Risk business. This is a technology leadership role, focused on delivering data-driven risk solutions for loans, syndications, CLOs, and synthetic financing. You’ll collaborate with engineering teams, data scientists, product owners, and business stakeholders to develop and deploy innovative platforms, analytics, and automation tools that enhance decision … making and risk assessment. Technology & Solution Delivery – Design, develop, and implement Risk, Analytics, and AI-driven solutions for credit risk and financing. Data & AI Innovation – Leverage machine learning, automation, and advanced analytics to enhance risk processes. Platform & Infrastructure Development – Build and optimize data pipelines, analytics platforms, and AI-driven insights for lending and More ❯
in London | Associate Director - Oliver Bernard Quantitative Developer – C# | Options Trading | FX & Commodities | £160k - £190k Are you a C# Quantitative Developer with a strong background in options pricing and riskanalytics? We’re working with a leading global brokerage and trading firm that offers a truly innovative, collaborative environment where individual contribution is valued and rewarded. This is … to join a well-established, employee-owned firm operating across multiple international markets. You'll work at the cutting edge of trading technology, supporting high-performing teams across Trading, Risk, and Development. Key Responsibilities: Develop and enhance the firm’s risk and analytics infrastructure Build FX pricing frameworks and cash flow reporting tools Design and implement volatility … surface models and pricing integrations Work directly with traders to support PnL targeting and solver enhancements Maintain and improve Excel-based pricing/risk tools Extend the market data framework with implied vols, yields, and custom instruments Ideal Candidate: Expert in C# development within a front-office Options trading environment Proven experience with pricing analytics libraries Strong skills More ❯
