Overview
In this role, you will implement credit risk and regulatory capital solutions for a leading quant consultancy focused on derivatives. You’ll operate within project teams as a technical specialist, bridging functional and IT concerns to deliver end-to-end solutions. The position offers exposure to multiple asset classes, client-facing activities, and opportunities to contribute to pre-sales and training. This is a chance to work in a high-caliber, research‑led environment with strong career progression in a renowned firm.
Responsibilities
- Implement credit risk and administration solutions
- Develop and integrate regulatory capital solutions
- Collaborate in cross-functional project teams (2–10 consultants)
- Serve as a technical specialist with deep product knowledge
- Participate in pre-sales activities, pilot projects, client support, and training delivery
Key requirements
- Experience with MUREX, Algorithmics, Sophis, Fidessa or similar financial vendor implementation
- Proficiency in C++ or Java
- Experience of Derivatives
- Financial engineering skills
- MSc or PhD in Physics, Computer Science, or Mathematics
- Strong communication abilities
- Client-facing and team collaboration
- Analytical mindset and problem solving
- MUREX
- Algorithmics
- Sophis
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