At a Glance
- Tasks: Develop and enhance XVA-related quantitative models and risk metrics.
- Company: Join Lunalogic, a leading consulting firm in finance and technology.
- Benefits: Competitive salary, continuous training, and a collaborative work environment.
- Other info: Dynamic team with opportunities for career growth and innovation.
- Why this job: Work on cutting-edge projects in quantitative finance and make a real impact.
- 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.
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 in London employer: LunaLogic
Lunalogic is an exceptional employer that fosters a stimulating and collaborative work culture, where innovation and continuous training are at the forefront. With a strong commitment to R&D, employees have ample opportunities for professional growth while working on cutting-edge projects in quantitative finance and risk management. Located in the vibrant UK market, Lunalogic offers a unique chance to engage with top-tier clients and contribute to impactful solutions in a dynamic environment.
StudySmarter Expert Advice🤫
We think this is how you could land Analyste quantitatif in London
✨Tap into Campus Networks
If you're still in uni, don’t forget to engage with your campus's career services and attend finance-related events. Banks often do presentations and recruitment drives on campus, so put yourself out there and make use of these opportunities to show off your passion for the field.
✨Get Certified
Consider pursuing relevant certifications like the CFA or ACCA while you’re job hunting. They not only beef up your CV but also connect you with professional bodies which can lead to networking opportunities and even job openings in banking and financial services.
✨Connect on Professional Platforms
Join finance-focused groups on platforms like LinkedIn and engage in discussions. This can really help you stand out from the crowd, allowing potential employers to see your knowledge and interest in industry trends. Plus, you might stumble upon job postings shared exclusively within the group.
✨Apply Directly and Be Proactive
Don’t shy away from reaching out directly to firms like LunaLogic. Use their websites and apply through them, but also consider following up with a polite email to express your enthusiasm. Being proactive can make a huge difference in getting noticed in the competitive financial services sector.
We think you need these skills to ace Analyste quantitatif in London
Some tips for your application 🫡
Show Off Your Numbers!:In the banking and financial services world, quantifiable achievements are key. Make sure your CV highlights your grades in relevant subjects, any financial certifications you hold, and specific projects where you've delivered measurable results. Employers love to see how your skills translate into real-world success.
Tailor Your Cover Letter to the Role:When applying for a full-time position, your cover letter should make a direct connection between your experience and the job description. Don't just state your enthusiasm for finance—dive into how your background in banking or financial analysis sets you apart. Let your passion shine through while being specific about what you can bring to LunaLogic.
Include Relevant Financial Software Experience:If you've worked with financial modelling tools or software like Excel, SAP, or specific analytical tools during your studies or internships, bring that up! Highlighting your proficiency can really make your application pop and show you're ready to hit the ground running in a full-time role.
Research and Reflect:Before hitting that 'apply' button on LunaLogic's website, do a little digging. Look up their recent projects, values, and culture. Reflecting their ethos in your application can make a huge difference and show you’re genuinely interested in being part of the team!
How to prepare for a job interview at LunaLogic
✨Brush Up on Financial Analysis Skills
Make sure you're well-versed in financial concepts and analytical techniques relevant to banking and financial services. Get comfortable with tools like Excel for modelling or financial forecasting, as technical questions in this area are common during interviews with LunaLogic.
✨Prepare for Case Studies
Expect to tackle case studies that demonstrate your problem-solving skills in real-world banking scenarios. Familiarise yourself with the types of problems you might face—think risk assessments or investment evaluations—and be ready to articulate your thought process clearly.
✨Show Your Passion for Finance
Since this is a full-time position, employers at LunaLogic will be keen to see your genuine interest in finance. Be prepared to discuss recent industry trends or news articles that excite you, showcasing your enthusiasm and engagement with the field.
✨Network with Industry Professionals
Before your interview, reach out to current or former LunaLogic employees on platforms like LinkedIn. They'll offer unique insights into the company's culture and the interview process, which can give us a delightful edge in showcasing a good fit for the team.
