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For Companies At a Glance
- Tasks: Own and enhance valuation and risk analytics for a leading derivatives exchange.
- Company: Join a top-tier institution in the derivatives market with a focus on innovation.
- Benefits: Competitive salary, professional development, and exposure to cutting-edge financial technologies.
- Why this job: Make a real impact in the derivatives space while working with advanced analytics.
- Qualifications: Knowledge of CCPs, exchanges, and strong analytical skills required.
- Other info: Dynamic role with opportunities for growth and collaboration across teams.
The predicted salary is between 36000 - 60000 £ per year.
Excellent opportunity for candidate knowledgeable in CCPs, exchanges, clearing risk to join leading Derivatives institution.
Primary function
Own and improve the valuation and risk analytics that sit underneath a regulated derivatives exchange and CCP. This is operationally critical, model-heavy, and regulator-facing.
Day-to-day work actually looks like
- Run intraday and EOD pricing for futures and options used by matching engines and clearing.
- Build and maintain volatility surfaces, curves, interpolation/extrapolation for liquid and illiquid contracts.
- Validate and clean market data and index construction from external venues.
- Investigate pricing breaks, spikes, bad prints, and model instability under stress.
- Support and enhance margin and risk models: VaR, Expected Shortfall, liquidity add-ons, concentration, CCR.
- Back-test models against real market moves, stress events, and liquidity gaps.
- Work with risk and clearing teams on model governance and regulatory expectations.
- Improve pricing methodologies and model assumptions as products and liquidity evolve.
- Implement research ideas into production Python code, not just notebooks.
- Contribute to longer-term model evolution (not just firefighting ops).
Market & product analysis
- Analyse proprietary derivatives data for market structure, liquidity behaviour, and volatility regimes.
- Feed insights to product, risk, and sometimes sales (not trading signals, more market intelligence).
- Daily interaction with risk, clearing ops, IT, product, compliance.
- Explain models and anomalies to non-quants and potentially regulators.
- Support incident response when pricing or data impacts margin or clearing.
CCPs, exchanges, clearing risk teams, Bank XVA, market risk quants, valuation control quants, crypto digital assets Prime brokerage margin / derivatives risk analytics.
Quantitative Analyst – Derivatives (Risk & Valuation) employer: Rothstein Recruitment
Contact Detail:
Rothstein Recruitment Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst – Derivatives (Risk & Valuation)
✨Tip Number 1
Network like a pro! Reach out to professionals in the derivatives space on LinkedIn or at industry events. We can’t stress enough how personal connections can open doors that applications alone can’t.
✨Tip Number 2
Show off your skills! If you’ve got experience with Python, create a small project or analysis related to derivatives and share it online. This not only showcases your abilities but also gives us something to talk about during interviews.
✨Tip Number 3
Prepare for those tricky questions! Brush up on your knowledge of CCPs, risk models, and market behaviour. We want to see that you can think critically about real-world scenarios, so practice explaining your thought process.
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are genuinely interested in joining our team.
We think you need these skills to ace Quantitative Analyst – Derivatives (Risk & Valuation)
Some tips for your application 🫡
Know Your Stuff: Make sure you highlight your knowledge of CCPs, exchanges, and clearing risk in your application. We want to see that you understand the ins and outs of derivatives and can bring that expertise to the table.
Show Your Analytical Skills: When writing your application, don’t just list your skills—show us how you've used them! Share specific examples of how you've tackled complex problems or improved models in your previous roles. We love a good story!
Be Clear and Concise: We appreciate clarity, so keep your application straightforward. Use simple language to explain your experience and avoid jargon unless it’s absolutely necessary. Remember, we want to understand your journey without getting lost in technical terms.
Apply Through Our Website: Don’t forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it gives you a chance to explore more about what we do at StudySmarter.
How to prepare for a job interview at Rothstein Recruitment
✨Know Your Models
Make sure you’re well-versed in the valuation and risk models relevant to derivatives. Brush up on concepts like VaR, Expected Shortfall, and how they apply to real market scenarios. Being able to discuss these confidently will show your depth of knowledge.
✨Data is Key
Familiarise yourself with the types of market data you'll be working with. Understand how to validate and clean this data, as well as how to construct indices from it. Be prepared to discuss your experience with data analysis and any tools you've used.
✨Show Your Coding Skills
Since Python coding is a big part of the role, be ready to demonstrate your ability to implement research ideas into production code. Bring examples of past projects or scripts you've written that showcase your coding skills and problem-solving abilities.
✨Communicate Clearly
You’ll need to explain complex models to non-quants and possibly regulators. Practice simplifying your explanations without losing the essence of the model. This will highlight your communication skills and your ability to work collaboratively across teams.
