1 to 25 of 233 Quantitative Analyst Jobs in the UK

Quantitative Analyst (Lead) Cognitive Credit Limited London, United Kingdom Quantitative Analyst (Lead) Cognitive Credit Limited London, United Kingdom Apply now Posted 1 day ago Remote Job Permanent Competitive compensation package including equity options Remote (Candidates must have the right to work in either the UK or the US) About Cognitive Credit: Cognitive Credit is … paired with specialist research software, we empower our clients to navigate an ever-more-digitalized global credit market with agility and confidence. Role Summary: We are seeking an experienced Quantitative Analyst to lead our quantitative research and modeling efforts. In this role you will drive innovation and growth across our product lines by applying a quant … our web application, to support our growing client base and ensure continued expansion of our value proposition to clients. Key Responsibilities: Lead the design, development, enhancement, and maintenance of quantitative valuation models for bonds and loans, utilizing Cognitive Credit’s market-leading proprietary fundamental datasets as well as 3rd-party inputs. Apply advanced statistical methods, time-series analysis, machine More ❯

Senior Quantitative Analyst, Global Quantitative Research Senior Quantitative Analyst, Global Quantitative Research Job Purpose The selected candidate will join the Global Quantitative Research Group at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to drive all quantitative model … related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc.). Within the Global Quantitative Research Group, this role sits at the intersection of data, analytics, and model development. This job requires strong quantitative skills, a passion to see projects succeed and a strong attention to detail. It also requires programming … Define business requirements and specifications for model upgrades and enhancements. Perform risk analysis and develop risk solutions for various products across all asset classes. Develop and support in-house quantitative R&D platform and analytics tools Contribute strongly to hands-on" and ad-hoc requests for development and solutions in time-critical situations. Document and present risk models and More ❯

Job Description Job Purpose The selected candidate will join the Global Quantitative Research Group at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to drive all quantitative model related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc.). … Within the Global Quantitative Research Group, this role sits at the intersection of data, analytics, and model development. This job requires strong quantitative skills, a passion to see projects succeed and a strong attention to detail. It also requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise … Define business requirements and specifications for model upgrades and enhancements. Perform risk analysis and develop risk solutions for various products across all asset classes. Develop and support in-house quantitative R&D platform and analytics tools Contribute strongly to "hands-on" and ad-hoc requests for development and solutions in time-critical situations. Document and present risk models and More ❯

Job Description Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and … tools Strong understanding of financial markets, trading strategies, and risk management Experience with statistical modelling, machine learning, and algorithm development Ability to work with large datasets and perform complex quantitative analysis Excellent communication and teamwork skills Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role More ❯

Job Description Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and … tools Strong understanding of financial markets, trading strategies, and risk management Experience with statistical modelling, machine learning, and algorithm development Ability to work with large datasets and perform complex quantitative analysis Excellent communication and teamwork skills Education: PhD or MS (PhD ) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role Responsibilities More ❯

Job Description Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and … tools Strong understanding of financial markets, trading strategies, and risk management Experience with statistical modelling, machine learning, and algorithm development Ability to work with large datasets and perform complex quantitative analysis Excellent communication and teamwork skills Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role More ❯

Job Description Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and … tools Strong understanding of financial markets, trading strategies, and risk management Experience with statistical modelling, machine learning, and algorithm development Ability to work with large datasets and perform complex quantitative analysis Excellent communication and teamwork skills Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role More ❯

Job Description Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and … tools Strong understanding of financial markets, trading strategies, and risk management Experience with statistical modelling, machine learning, and algorithm development Ability to work with large datasets and perform complex quantitative analysis Excellent communication and teamwork skills Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role More ❯

Job Description Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and … tools. Strong understanding of financial markets, trading strategies, and risk management. Experience with statistical modelling, machine learning, and algorithm development. Ability to work with large datasets and perform complex quantitative analysis. Excellent communication and teamwork skills. Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role More ❯

back almost 100 years. Headquartered in London with 36 offices worldwide, the Group has over 1,800 employees across Europe, Asia and America. For more information visit www.marex.com The Quantitative Analyst will continuously be challenged around model risk management, model validation, pricing methodology and quantitative model development of various pricing and risk engines. They will gain … framework for Structured Financial products and exotic trades. Contribute to independent model validation of Front Office Analytics libraries and models for equities, FX, Credit and commodities. Produce high quality quantitative analysis and model validation documentation (LaTeX). Enhance the risk management infrastructure through the transformation of data with coding. Ongoing model development for valuation and risk measurement, carrying out … identify embedded risks using Monte Carlo simulation-based modelling and other methods. Maintain and extend a Stress Portfolio Options Engine used for margining calculations. Skills and Experience: Essential Strong quantitative and analytical skills, including Stochastic Calculus, Stochastic Processes, Numerical Analysis, Derivative Pricing, Computational Finance and Quantitative Risk Management. Excellent programming knowledge using object oriented programming with various programming More ❯

filter, prioritize and validate potentially complex and dynamic material from multiple sources. What you'll do Develop analytics libraries used for pricing and risk-management Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, Programming (C++ including STL, Python, SQL ), mathematical … sound ethical judgment regarding personal behavior, 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 or analytics role, ideally in the financial sector Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; Using probability theory … financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles Must also possess a good level of product knowledge, Investments and Quantitative Methods Consistently demonstrates clear and concise written and verbal communication skills Master's and/or PhD What we can offer you This is a terrific opportunity to join More ❯

Job Title: Quant Analyst Equity Derivatives | Contract | Hybrid London Location: London (2 days onsite, 3 remote) Type: Contract (6 months, likely extension) Rate: Market Competitive (Inside IR35) Start Date: ASAP Overview: An exciting opportunity to join a global investment bank's Quantitative Analytics team focused on Equity and Hybrid Derivatives . The role involves supporting and improving … internal risk models impacting front-office and risk teams, particularly for complex equity-linked products. This is ideal for someone with deep quantitative finance knowledge, strong C++/Python skills, and experience in derivatives modelling. Key Responsibilities: Support and improve internal risk models related to CVA for equity/volatility products (e.g. Corridor Variance Swaps) Document and test model … cases Excellent written and verbal communication skills, especially in stakeholder-heavy environments Nice to Have: Previous exposure to structured or hybrid equity products Experience working with cross-asset or quantitative strategy teams Ability to work independently in a fast-paced, regulated environment An interest in model governance, compliance, and process robustness Why Join This Project? Contribute to high-impact More ❯

Quant Analyst 6 Month contract initially Based: Hybrid/London - Max 2 days p/w onsite Rate: Market rates (via Umbrella company) We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A progressive organisation where you can really make a difference. We … teams, and learn new technologies & tools to deliver work. The successful candidate will be a member of The client's QA Equity & Hybrid Products team, part of the Global Quantitative Analytics group (QA), responsible for research, development, and implementation of quantitative models for the equity derivatives business, covering equity flow products, equity structured & hybrid products, quantitative index 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 … front-office requirements. Work closely with trading, structuring, and risk teams to provide high-performance model-driven tools and analytics. Contribute to the ongoing enhancement and modernization of the quantitative library and risk analytics platform. Ensure full documentation of models in accordance with internal governance and regulatory expectations. Engage with model validation and risk control teams throughout the model 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 … front-office requirements. Work closely with trading, structuring, and risk teams to provide high-performance model-driven tools and analytics. Contribute to the ongoing enhancement and modernization of the quantitative library and risk analytics platform. Ensure full documentation of models in accordance with internal governance and regulatory expectations. Engage with model validation and risk control teams throughout the model 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 … front-office requirements. Work closely with trading, structuring, and risk teams to provide high-performance model-driven tools and analytics. Contribute to the ongoing enhancement and modernization of the quantitative library and risk analytics platform. Ensure full documentation of models in accordance with internal governance and regulatory expectations. Engage with model validation and risk control teams throughout the model More ❯

Quant Analyst 6 Month contract initially Based: Hybrid/London - Max 2 days p/w onsite Rate: Market rates (via Umbrella company) We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A progressive organisation where you can really make a difference. We … learning of new technology & tools to deliver work. The successful candidate will be a member of The clients QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products … quantitative index and strategies business. Key Responsibilities: * Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g Corridor Variance Swaps). * Liaise with Front Office, Technology and Model Validation teams, to deploy the risk More ❯

Social network you want to login/join with: The candidate will be a member of The QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, quantitative More ❯

is a global analytics and digital solutions firm. The team The candidate will be a member of The QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products … quantitative index and strategies business. Overall purpose of the role • Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g Corridor Variance Swaps). • Liaise with Front Office, Technology and Model Validation teams, to More ❯

as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board. MAIN PURPOSE OF THE ROLE Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc. ) and in line with regulatory … requires an independent implementation of the models and the implementation of alternative challenger models. KEY RESPONSIBILITIES Initial and periodic validation of quant models Designing, modelling and prototyping challenger models Quantitative analysis and review of model frameworks, assumptions, data, and results Testing models numerical implementations and reviewing documentations Checking the adherence to governance requirements Documentation of findings in validation reports … Ensuring models are validated in line with regulatory requirements and industry best practice Tracking remediation of validation recommendations SKILLS AND EXPERIENCE Essential: At least a first relevant experience in quantitative modelling (model development or validation) in one or more of these topics: Market risk models Counterparty credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate More ❯

Front Office Equity/FX Quantitative Analyst page is loaded Front Office Equity/FX Quantitative Analyst Apply remote type Hybrid locations LONDON time type Full time posted on Posted 2 Days Ago time left to apply End Date: June 23, 2025 (10 days left to apply) job requisition id JR00074290 Excited to grow … than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers. Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes … models and pricers with other units, including Engineering and Risk areas. Support trading floor daily activity. Required skills and experience Previous experience of at least 5 years in similar quantitative roles. Strong background in mathematics, stochastic calculus and numerical methods. Experience developing models/tools for pricing and hedging of Equity and FX products as well as supporting the More ❯

Join to apply for the Quant Analyst/Quant Developer - (m/f/d) role at emagine London - (Hybrid) x2 Days on-site emagine is a high-end professional services consultancy and solutions firm specializing in providing business and technology services to the financial services sector. We power progress, solve challenges, and deliver real results through tailored … high-end consulting services and solutions. Quant Analyst/Quant Developer £800-£900 per day London - (Hybrid) x2 Days on-site We are seeking dynamic and resourceful individuals to join our technology practice as Quant Developers/Analysts, with expertise in Python and C++, primarily focusing on building out mathematical models and analytical tools for the high performing … the desk as required. Develop model calibration routines and market data analytics. Engage with stakeholders to ensure developments make it to production. Skills and Qualifications: Proven experience as a Quantitative Analyst developing models in finance or trading environments. Knowledge of standard pricing models used in investment banking. Proficiency in Python and C++ programming languages. Experience with multithreading More ❯

job and more exclusive features. Direct message the job poster from Alexander Chapman Recruitment Consultant at Alexander Chapman A leading investment bank is looking for a talented Front Office Quantitative Analyst to join its high-performing Equity & Hybrid Products team in London. This is a front-office role, sitting directly with the trading desk, focused on the … derivatives. Key Responsibilities: Develop and enhance pricing and risk models for equity and hybrid structures (e.g., equity-rate, equity-FX). Implement models in C++, Python, or in-house quantitative libraries. Calibrate models to real-time market data and support trading with quantitative analysis. Work closely with traders, structurers, and risk teams to deliver real-time tools and … pricing methodology enhancements. Run scenario analysis and stress testing for structured equity and hybrid products. Requirements: MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative discipline. Proven experience with pricing equity derivatives, including vanillas and exotics. Strong programming skills in C++ and/or Python. Solid grasp of stochastic calculus, numerical techniques, and financial More ❯

Join to apply for the ESG Quantitative Analyst role at M&G plc Join to apply for the ESG Quantitative Analyst role at M&G plc At M&G our purpose is to give everyone real confidence to put their money to work. As an international savings and investments business with roots stretching back … of our roles and also offer work place accommodations to ensure you have what you need to effectively deliver in your role. The Role : As one of the principal quantitative analysts in the team you will blend investment management and technical expertise with a passion to deliver results for the Asset Manager, Asset Owner and Plc. The ESG Quantitative … technologies (e.g., Python). Working knowledge of one or more relevant database technologies (MongoDB, PostgreSQL, Snowflake, Oracle, MS SQL Server) Several years of experience in applying sophisticated analytics and quantitative concepts to support investment needs and develop new solutions Deep understanding of quantitative techniques and methods, statistics, and econometrics. Prior experience in natural language processing or other AI More ❯

a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi's Markets Quantitative Analysis team. By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients and by responsibly providing … financial services to enable growth and economic progress. Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base. The RWA team within Markets Quantitative Analytics (MQA) at Citi, London, is looking to hire a quantitative analyst. What you will do: Create, implement, and support … all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation. What we need from you: Must have experience in a comparable quantitative modeling or analytics role, ideally in the financial sector. Excellent technical/programming skills in C++ and/or Python. Financial product knowledge and related quantitative methods. Consistently More ❯