Quant Risk Management Consultant

You will join a leading financial institution within their Quantitative Risk Management team, supporting margin modelling, back-testing, and empirical risk analysis.

Quant Risk Management Consultant – Python – Financial Mathematics – MSc Graduate – 12-Month Contract Key Skills:

• Master’s degree in Mathematics, Finance, Economics, Statistics, or related quantitative discipline
• Strong understanding of probability theory, stochastic processes, and financial mathematics
• Experience or internship background in quantitative finance / risk management
• Hands-on programming experience with Python (live coding test required)
• Knowledge of C++, R, or SQL desirable
• Experience analysing derivatives pricing, volatility, and correlations highly advantageous
• Excellent analytical, written and verbal communication skills

Key Responsibilities:

• Conduct empirical studies to inform margin modelling and risk mitigation strategies
• Support the back-testing of margin models and validation of assumptions
• Develop and execute quality assurance test cases for margin methodology code
• Build and enhance tools for data cleaning, analysis, and synchronization
• Contribute to risk model research and documentation within the Quant Risk function

Contract Details:

• Location: London / Hybrid
• Duration: 12-month contract (replacement role)
• Start: ASAP
• Rate: £200

Apply now for immediate consideration for this Quant Risk Management Consultant – Python – Financial Mathematics – MSc Graduate – 12-Month Contract role.