About the Role

As a Quantitative Analyst in Risk Modelling & Valuation based in London, you will play a pivotal role in the firm’s enterprise-risk and valuation modelling capabilities. You will build, calibrate and validate quantitative models used for risk measurement (e.g., market, credit, counterparty) and asset/liability valuation, working closely with front-office risk teams, regulators and senior management. This is a hands-on role in a dynamic, global environment, offering exceptional exposure to complex models, regulatory frameworks and market-leading analytics.

Key Responsibilities

• Develop, implement and maintain quantitative models used for risk measurement (e.g., value-at-risk, stress testing, scenario analysis) and valuation (e.g., derivatives pricing, CVA/DVA, PFE)
• Perform calibration, back-testing and validation of risk & valuation models, including analysing model performance, model assumptions and governance frameworks
• Conduct statistical, econometric and simulation-based analysis (for example Monte Carlo, bootstrapping, time series) to support modelling and valuation tasks.
• Work with data scientists, risk managers and business stakeholders to translate business requirements into quantitative model specifications
• Produce reports, model documentation and governance artefacts in line with regulatory requirements and internal audit standards
• Monitor market developments, regulatory changes (e.g. Basel III/IV, IFRS 9/17) and evolving modelling techniques, and integrate these insights into the modelling toolkit
• Participate in continuous improvement of modelling frameworks, computational platforms, model risk management practices and model-validation processes

Growth & Development

We believe that talent flourishes with opportunity. You will receive structured mentorship, on-the-job training and access to global learning programmes. Our objective is to develop both your technical depth and leadership capabilities so you can advance into senior modelling, risk leadership or quantitative strategy roles.

Culture & Collaboration

Our culture is one of intellectual rigor, collaboration and entrepreneurial mindset. As a member of the risk modelling team, you will work across divisions and geographies—combining quantitative expertise with business insight—to deliver meaningful outcomes. We place high value on curiosity, integrity and the ability to translate complex modelling concepts into commercial value.

Who You Are

• You hold a strong quantitative background (e.g., MSc/PhD in Mathematics, Statistics, Financial Engineering, Physics or related discipline)
• You have demonstrable experience in quantitative modelling or valuation (financial institutions, consulting or similar)
• Strong programming skills in at least one language such as Python, R, C++ or MATLAB, and solid experience with data handling (SQL, ETL, large datasets)
• Deep understanding of financial products (derivatives, credit, fixed income, structured products) and relevant valuation/risk techniques
• Excellent communication skills, able to engage business stakeholders, explain complex models and articulate risk implications
• A proactive, analytical thinker who appreciates precision, challenge and working in a fast-paced environment

Location & Working Model

This role is based in our London office. We support a flexible working model combining in-office collaboration days and remote working.

How to Apply

Please submit your CV and a short cover letter indicating your motivation for the role and how your experience aligns with it. We look forward to hearing from you and discussing how you can join us in shaping the future of risk modelling and valuation.