At a Glance
- Tasks: Lead and design quantitative models to drive client success in finance.
- Company: Join a leading firm in Quantitative Finance with a focus on innovation.
- Benefits: Competitive salary, performance bonuses, private medical insurance, and 25 days leave.
- Other info: Diverse and inclusive workplace with excellent training and development opportunities.
- Why this job: Make a real impact in finance while mentoring the next generation of analysts.
- Qualifications: Post-graduate degree and 8-12 years in quantitative modelling required.
The predicted salary is between 51750 - 63250 £ per year.
We are seeking an experienced Senior Manager OR Director (SVP to Director Level) to join our Quantitative Finance advisory practice, focused on delivering quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on derivatives modelling, risk and valuation methodologies, contributing directly to their strategic decision-making and business growth.
As part of your responsibilities, you will:
- Lead small and large multidisciplinary engagement and manage client relationships.
- Design and develop quantitative models and analytics tools (e.g. derivatives pricing, market data methodologies, XVA, capital models, market and counterparty credit risk modelling).
- Provide thought leadership in quantitative methodologies, pricing techniques, risk and valuation frameworks and industry best practices.
- Lead project teams, mentor and supervise junior team members, ensure high-quality deliveries and adhere to model governance upmost standards.
- Support content generation and business development initiatives, including identifying new opportunities and developing proposals.
Your competences:
- Post-graduate degree in mathematical finance, science or maths from a top tier university.
- Minimum of 8-12 years of relevant experience in quantitative modelling and derivatives pricing across Front Office, Model validation or Risk functions within financial services.
- Solid background in stochastic calculus and data science including AI/ML techniques.
- Experience with flow and exotic products in one or more asset classes.
- Strong programming skills (e.g. C++, Rust, Python) and familiarity with software development processes and tooling.
- Strong communication, team spirit and ability to collaborate with relevant stakeholders (e.g. Trading/Structuring/Technology/Risk/Finance).
- Strong leadership and drive capabilities.
- Excellent problem-solving capabilities and analytical thinking.
Benefits & Inclusion:
We offer a competitive UK-aligned package, including:
- Competitive salary and performance bonus.
- Private medical insurance, including mental health support.
- Pension.
- 25 days annual leave.
- Schemes: Cycle to work, Perks at work, Home and tech.
- Training and development opportunities.
We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.
Senior Quantitative Analyst in London employer: Quanteam
As a leading player in the Quantitative Finance sector, we pride ourselves on being an excellent employer that fosters a collaborative and inclusive work culture. Our commitment to employee growth is evident through our comprehensive training and development opportunities, competitive salary packages, and a strong focus on mental health support. Located in a vibrant area, we offer unique benefits such as flexible working arrangements and initiatives that promote work-life balance, making us an attractive choice for professionals seeking meaningful and rewarding careers.
