Analyst, Global Quantitative Research
On-siteLondon, England, United Kingdom
Job Summary
Lead research and development of margin, stress testing, and risk management models for clearing houses while performing quantitative risk analysis across interest rate, equity, credit, and commodity derivatives. Conduct data exploration, statistical analysis, and time series modeling to support quantitative research, then build production-quality software solutions and ETL pipelines for large-scale financial datasets. Diagnose data issues, define business requirements for model enhancements, and document methodologies for regulators and senior management. Collaborate with technology teams for production implementation and engage in innovative research in quantitative finance and advanced statistical techniques.
Required Qualifications
- Advanced degree (MSc or PhD) in Mathematics, Statistics, Physics, Quantitative Finance, Data Science, or a related field
- Experience in quantitative finance or data science within financial institutions
- proven record in model development or implementation
- Strong programming skills in Python and SQL
- Solid understanding of statistics, time series analysis, and financial derivatives pricing and risk management
- Ability to work under pressure in a high-performance environment with tight deadlines
- Excellent analytical, organizational, and communication skills
- capable of articulating complex concepts to diverse audiences
- Customer-focused
- results-oriented
- highly detail-oriented
Desired Qualifications
- Experience in quantitative finance or data science within financial institutions preferred
- experience with R, MATLAB, C++ or Java preferred
- Working knowledge of relational databases (Oracle, Postgres, Snowflake) and version control tools (Git)
- Ability to work under pressure in a high-performance environment with tight deadlines
- Excellent analytical, organizational, and communication skills
- capable of articulating complex concepts to diverse audiences
- Customer-focused
- results-oriented
- highly detail-oriented
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