Unknown is seeking a Contract Quantitative Analyst to join its Market Risk Modelling team in London with a hybrid work pattern (3 days in the office). The role focuses on developing, maintaining and enhancing quantitative risk models used across global trading businesses and risk management functions.
The ideal candidate has a strong quantitative background, experience in banking or capital markets, and solid Python programming skills.
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Hybrid Quant Risk Modeler - VaR & Stress Testing employer: Investigo
Join a leading organisation in the UK energy sector as a PMO Analyst, where you will thrive in a dynamic and supportive work culture that prioritises employee growth and development. With a hybrid working model based in Solihull, you'll benefit from flexible working arrangements, comprehensive training opportunities, and a collaborative environment that encourages innovation and continuous improvement. This role not only offers a chance to contribute to impactful change initiatives but also provides a pathway for career advancement within a well-respected company committed to excellence.
