Junior Quant Analyst – Risk and Model Testing

Overview

As a Junior Quant Analyst in our risk and model testing team, you will support risk management for funds and contribute to back-testing trading models. You will work closely with product management and risk functions to implement automated testing tools and analyze performance of fixed-income strategies. The role combines model testing, risk reporting, and tool development to enable smarter portfolio decisions. You will engage in stress testing, VaR analysis, and prepare client-facing insights alongside cross-functional teams. This is a hands-on, growth-focused opportunity at a growing Asset Manager.

Responsibilities

• Back-test proposed strategies and assess historical performance of fixed-income ideas
• Support product structuring and regulatory applications through testing and analysis
• Build and maintain tools in Excel, Python, Imagine and SQL to support Portfolio Management, Trading, Operations and Risk
• Analyze stress tests and VaR risk measures and review risk reports
• Maintain databases and prepare fund metrics and client materials
• Support risk management and other business functions with quantitative analyses
• Assist in implementing automated tools to support Portfolio Management and related functions
• Review third-party indices or strategies for performance and risk implications

Key requirements

• PhD or Masters in a quantitative field
• 3 years of experience in quantitative finance or a related role
• Strong knowledge of fixed income products and derivative pricing
• Programming experience with Python and SQL; familiarity with Excel
• Ability to understand and extend existing code and tools
• Experience with GIT; VBA, JavaScript and noSQL exposure considered a plus

• Analytical mindset
• Cross-functional collaboration
• Detail-oriented problem solving
• Python
• SQL
• Excel

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