Quant Analyst

Overview

In this role you will help build and deploy quantitative systems for a leading quant consultancy. You will work across multiple asset classes and projects for academically oriented clients, focusing on practical finance engineering in a derivatives environment. You’ll engage with clients from pre‑sales to leading project delivery, contributing to mission‑critical solutions. The position offers remote working, a training budget, and a strong benefits package, with a culture that values initiative and entrepreneurship.

Pay / Benefits

• remote working options
• personal training budget
• bonus on client site
• Bupa
• Pension
• travel loan

Responsibilities

• Contribute to development and deployment of quantitative systems for derivatives work
• Engage in pre-sales activities and assume lead project roles
• Collaborate with cross‑functional teams across multiple asset classes and client sectors
• Support regulatory change, risk methodology, and pricing technology initiatives
• Work in an entrepreneurial environment focusing on practical financial engineering

Key requirements

• PhD or MSc in Financial Engineering (minimum)
• 3+ years of commercial quantitative experience
• Proficiency in Matlab, R or C++
• Experience with QuantLib or similar libraries
• Knowledge of financial models for cash and derivative products across IR, FX, credit, equities or commodities
• Understanding of standard derivative pricing mathematics, conventions, and data requirements

• Client-facing communication
• initiative and self-direction
• team collaboration
• Matlab
• R
• C++

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