Quant Analyst – Risk and Model Testing

Overview

In this role you will support risk and model testing for a growing asset manager in fixed income and ETFs. You will back-test strategies, maintain risk tools, and build automated tooling to back Portfolio Management, Operations, Trading, and Risk. You will collaborate with cross-functional teams to deliver client insights and strengthen the fund’s risk framework. This is a hands-on position with a clear impact on performance and risk controls, within a hybrid setup in Central London.

Pay / Benefits

• bonus scheme
• hybrid work arrangement
• central London location

Responsibilities

• Back-test proposed strategies and analyze third-party strategies to assess historical performance
• Build and maintain Excel, Python, Imagine and SQL-based tools to support Portfolio Management, Operations, Trading and Risk
• Support product structuring and fund regulatory applications
• Prepare fund metrics and client materials; maintain databases and marketing materials
• Analyze stress-test and VaR risk measures and review risk reports
• Support risk management and other business areas as needed
• Assist in implementing automated tools for Portfolio Management, Operations, Trading, Sales and Risk
• Analyze and test through the fund regulatory applications and ensure robust tooling

Key requirements

• PhD or Masters in a relevant field
• 3 years of experience in quantitative finance or a related role
• Quantitative finance knowledge including fixed income products and derivative pricing
• Programming experience with Python, Excel, SQL; ability to understand and extend complex code
• Experience with GIT; familiarity with VBA, JavaScript and noSQL databases is a plus

• Python
• Excel
• SQL
• GIT
• Fixed income
• Derivative pricing

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