Quant Analyst – Risk and Model Testing
Quant Capital · London, England ·
Overview In this role you will support risk and model testing for a growing asset manager in fixed income and ETFs. You will back-test strategies, maintain risk tools, and build automated tooling to back Portfolio Management, Operations, Trading, and Risk.
You will collaborate with cross-functional teams to deliver client insights and strengthen the fund's risk framework. This is a hands-on position with a clear impact on performance and risk controls, within a hybrid setup in Central London.
Pay / Benefits bonus scheme hybrid work arrangement central London location Responsibilities Back-test proposed strategies and analyze third-party strategies to assess historical performance Build and maintain Excel, Python, Imagine and SQL-based tools to support Portfolio Management, Operations, Trading and Risk Support product structuring and fund regulatory applications Prepare fund metrics and client materials; maintain databases and marketing materials Analyze stress-test and VaR risk measures and review risk reports Support risk management and other business areas as needed Assist in implementing automated tools for Portfolio Management, Operations, Trading, Sales and Risk Analyze and test through the fund regulatory applications and ensure robust tooling Key requirements PhD or Masters in a relevant field 3 years of experience in quantitative finance or a related role Quantitative finance knowledge including fixed income products and derivative pricing Programming experience with Python, Excel, SQL; ability to understand and extend complex code Experience with GIT; familiarity with VBA, JavaScript and noSQL databases is a plus Python Excel SQL GIT Fixed income Derivative pricing