Associate Quantitative Risk Consultant
Posted 5 days ago by Kite Consulting Group
£380 Per day
Inside
Undetermined
London Area, United Kingdom
Summary: The role of Quantitative Risk Consultant involves hands-on work in a global derivatives marketplace, focusing on margin methodology, model validation, and risk mitigation. The consultant will conduct empirical analyses, develop back-testing strategies, and create tools for data management. This contract position requires strong programming skills and a solid understanding of margin and model risk in derivatives environments. The role is based in London and classified as inside IR35.
Key Responsibilities:
- Conduct empirical analysis to inform margin level recommendations.
- Develop robust back-testing strategies to assess margin coverage and model assumptions.
- Build QA test cases for margin-related code.
- Create tools to cleanse and synchronise large datasets.
Key Skills:
- Master’s degree in Finance, Mathematics, Economics, Statistics or similar quantitative field.
- Strong programming skills in C#, Python, R and SQL.
- Experience working with margin models, derivatives or risk frameworks.
- Strong analytical mindset with attention to detail.
Salary (Rate): £380 daily
City: London
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: Other
Quantitative Risk Consultant (Contract) | £350–£380/day (Umbrella) | Inside IR35 | London
We’re hiring a Quantitative Risk Consultant to join a global, diverse derivatives marketplace on a contract basis.
Key Responsibilities:
- This is a hands-on quant role focused on margin methodology, model validation and risk mitigation.
- You’ll conduct empirical analysis to inform margin level recommendations, develop robust back-testing strategies to assess margin coverage and model assumptions, build QA test cases for margin-related code, and create tools to cleanse and synchronise large datasets.
What we’re looking for:
- Master’s degree in Finance, Mathematics, Economics, Statistics or similar quantitative field
- Strong programming skills in C#, Python, R and SQL
- Experience working with margin models, derivatives or risk frameworks
- Strong analytical mindset with attention to detail
Practical Details:
- London based
- £350-380 per day (umbrella)
- Inside IR35
If you’re a technically strong quant who understands margin and model risk in derivatives environments, this is a sharp contract opportunity in a high-profile market infrastructure setting.