The Core Engineering- Liquidity Quantitative Engineer / Strat – Vice President – London

Overview

In this role you will develop and maintain quantitative risk models and scalable infrastructures to quantify and manage liquidity and market risk. You will collaborate with business partners and work across global markets to translate risk insights into actionable outcomes. The position emphasizes strong programming, analytical rigor, and clear communication to support risk-driven decision making. You will drive impact by advancing quantitative methods and robust systems in a dynamic financial environment.

Responsibilities

• Develop risk models and risk sensitivity analyses using advanced mathematical and statistical methods
• Analyze risk trends and drivers in detail to uncover actionable insights
• Update and maintain risk models as business activity and risk environment change
• Design and maintain large-scale risk infrastructures/systems with strong programming in at least one language (C, C++, Java, Python, Scala)
• Build highly scalable, efficient systems and communicate results clearly to technical and business audiences

Key requirements

• 6+ years of software development experience with solid knowledge of data structures, algorithms, and software design
• Strong analytical and problem-solving skills using math, statistics and programming
• Proven ability to learn new technologies and apply them effectively
• Excellent communication skills for technical and business audiences with global experience
• Proficiency in at least one compiled or scripting language (C, C++, Java, Python)
• Familiarity with financial markets, assets and risk management practices is a plus

• analytical thinking
• clear communication
• collaboration across teams
• risk modeling
• machine learning
• optimization

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