At a Glance
- Tasks: Develop and enhance XVA-related quantitative models and risk metrics.
- Company: Lunalogic, a leading consulting firm in finance and technology.
- Benefits: Competitive salary, collaborative environment, and opportunities for professional growth.
- Other info: Collaborate with top talent and work on exciting projects in a stimulating environment.
- Why this job: Join a dynamic team working on cutting-edge financial technologies and innovative solutions.
- Qualifications: MSc or PhD in Financial Mathematics or related field; experience in quantitative analysis.
The predicted salary is between 60000 - 80000 £ per year.
Founded in 2000, Lunalogic is a consulting firm structured around two main areas of expertise:
- Finance, Risk & Regulatory: supporting financial institutions, insurance companies, and industrial firms on risk management, regulatory compliance, and quantitative modeling.
- Data Science, Artificial Intelligence & Blockchain: designing and deploying advanced solutions in machine learning, deep learning, data engineering, and blockchain across multiple industries.
For more than 20 years, we have been developing sophisticated algorithms and infrastructures that leverage the full potential of data science and blockchain to address real-world challenges, including quantitative modeling, business process automation, fraud detection, industrial systems optimization, and predictive analytics. We work with both large corporations and SMEs across sectors such as finance, banking, insurance, healthcare, and industry, with references including Mérieux, Limagrain, AXA, and Servier. Our strength lies in our strong commitment to R&D, innovation, and continuous training, enabling us to attract and develop top talent from the most prestigious academic institutions. At Lunalogic, we transform our clients’ technological and financial challenges into concrete, operational, and high-impact solutions, within a stimulating and collaborative environment.
Lunalogic UK Ltd, established in 2015, strengthens the group’s international presence in the UK market. The entity actively supports both French and international Corporate & Investment Banks (CIB) operating in London, delivering high-level expertise in quantitative finance, risk, and regulatory projects while contributing to the group’s international reach.
Overview
Our client is seeking a confirmed or senior Quantitative Analyst specialized in XVA to join their Quantitative Research & Development team. The role initially focuses on quantitative modeling, with a later transition toward optimization and implementation of risk metrics while remaining within the R&D framework. This position requires strong interaction with the XVA Strats team and Risk teams, contributing to the development and improvement of advanced quantitative models and risk methodologies used in pricing and risk management of complex derivatives.
Key Responsibilities
- Phase 1 – Quantitative Modeling
- Develop and enhance XVA-related quantitative models.
- Implement models and numerical methods in C++ within the quantitative library.
- Contribute to the modeling framework used for exotic derivatives and structured products.
- Perform model validation support and quantitative analysis.
- Work on optimization of existing quantitative frameworks.
- Design and implement advanced risk metrics related to XVA.
- Improve performance and robustness of pricing and risk analytics systems.
- Contribute to the integration of models into production environments.
- Strong interaction with the XVA Strats team.
- Close collaboration with Risk Management teams.
- Work within the Quantitative Research & Development organization, contributing to strategic quantitative initiatives.
Required Skills & Experience
- Education: MSc or PhD in Financial Mathematics, Applied Mathematics, Quantitative Finance, or related field.
- Technical Skills: Solid background in financial mathematics and derivatives modeling. Experience with XVA frameworks (CVA, DVA, FVA, etc.). Strong understanding of stochastic modeling and numerical methods.
- Experience: Confirmed or Senior Quantitative Analyst experience. Experience working with exotic products and structured derivatives. Exposure to AAD (Adjoint Algorithmic Differentiation) is highly desirable.
- Soft Skills: Ability to work closely with Strats and Risk teams. Strong analytical and problem-solving abilities. Excellent communication skills in a quantitative and technical environment.
Key Highlights
- Work on cutting-edge XVA modeling and risk metrics.
- Exposure to exotic derivatives and advanced quantitative techniques.
- Opportunity to move from pure modeling to optimization and risk analytics within the R&D team.
- Highly collaborative environment with Strats and Risk stakeholders.
Analyste quantitatif employer: LunaLogic
Lunalogic is an exceptional employer that fosters a stimulating and collaborative work culture, particularly for those in the Quantitative Analyst role. With a strong commitment to R&D and continuous training, employees are provided with ample opportunities for professional growth while working on cutting-edge projects in a dynamic environment. Located in the heart of London, Lunalogic UK Ltd offers a unique chance to engage with top-tier financial institutions and contribute to innovative solutions in quantitative finance and risk management.
StudySmarter Expert Advice🤫
We think this is how you could land Analyste quantitatif
✨Tip Number 1
Network like a pro! Reach out to professionals in the finance and quantitative analysis sectors on LinkedIn. Join relevant groups, attend webinars, and don’t be shy about asking for informational interviews. We all know that sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Prepare for those interviews by brushing up on your technical skills. Make sure you can discuss your experience with XVA frameworks and stochastic modeling confidently. We recommend doing mock interviews with friends or using online platforms to get comfortable with the questions you might face.
✨Tip Number 3
Showcase your projects! If you've worked on any quantitative models or risk metrics, make sure to highlight them during your interviews. We love seeing real-world applications of your skills, so bring along examples that demonstrate your expertise and problem-solving abilities.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we’re always looking for top talent like you to join our collaborative environment at Lunalogic. So, get your application in and let’s make some waves together!
We think you need these skills to ace Analyste quantitatif
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of a Quantitative Analyst. Highlight your experience with XVA frameworks and any relevant projects you've worked on. We want to see how your skills align with our needs!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative finance and how your background makes you a great fit for our team. Keep it concise but impactful!
Showcase Your Technical Skills:Don’t forget to mention your technical skills, especially in C++ and stochastic modeling. We love seeing candidates who can demonstrate their expertise in financial mathematics and derivatives modeling.
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!
How to prepare for a job interview at LunaLogic
✨Know Your Quantitative Models
Make sure you brush up on your knowledge of XVA-related quantitative models. Be prepared to discuss how you've developed or enhanced these models in the past, and think about specific examples where your work made a significant impact.
✨Showcase Your Technical Skills
Since the role involves implementing models in C++, be ready to talk about your programming experience. Bring examples of projects where you've used numerical methods and stochastic modeling, and don't shy away from discussing any challenges you faced and how you overcame them.
✨Communicate Clearly
Strong communication skills are key, especially when working with Strats and Risk teams. Practice explaining complex concepts in simple terms, as you'll need to convey your ideas effectively to both technical and non-technical stakeholders during the interview.
✨Demonstrate Collaboration
This role requires close collaboration with various teams, so be prepared to share experiences where teamwork led to successful outcomes. Highlight your ability to work in a stimulating and collaborative environment, and how you can contribute to the team dynamic at Lunalogic.
