Quant Risk Management Consultant
Posted 1 week ago by Orbis Group
£200 Per day
Inside
Hybrid
London Area, United Kingdom
Summary: You will join a leading financial institution within their Quantitative Risk Management team, focusing on margin modelling, back-testing, and empirical risk analysis. The role requires a strong background in quantitative disciplines and hands-on programming experience, particularly with Python. This is a 12-month contract position aimed at MSc graduates in relevant fields. Immediate start is available for qualified candidates.
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
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
Salary (Rate): £200 daily
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: Finance
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.