270 Forecasting Financial Performance jobs in the United Kingdom

Our client, a respected financial services firm, is seeking a highly skilled Quantitative Analyst to join their expanding team in Stoke-on-Trent, Staffordshire, UK . This role offers the flexibility of remote work, allowing the successful candidate to contribute their expertise from anywhere within the UK. The Quantitative Analyst will be responsible for developing sophisticated financial models, conducting complex data analysis, and contributing to strategic investment decisions.

Key Responsibilities:

• Design, develop, and implement advanced quantitative models for pricing, risk management, and portfolio optimization.
• Perform complex statistical analysis on large datasets to identify market trends, correlations, and trading opportunities.
• Back-test and validate models, ensuring their accuracy and robustness.
• Collaborate with portfolio managers and traders to translate business requirements into quantitative solutions.
• Contribute to the development of trading strategies and risk mitigation frameworks.
• Write efficient and well-documented code in languages such as Python, R, or C++.
• Stay abreast of academic research and industry best practices in quantitative finance.
• Communicate complex analytical findings clearly and concisely to both technical and non-technical stakeholders.
• Monitor and manage the performance of existing models, making necessary adjustments.
• Ensure compliance with regulatory requirements and internal risk policies.

Qualifications and Skills:

• Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 3-5 years of experience as a Quantitative Analyst or in a similar quantitative role within the financial industry.
• Strong proficiency in programming languages commonly used in quantitative finance (e.g., Python, R, C++, SQL).
• In-depth knowledge of statistical modeling, time series analysis, machine learning, and financial mathematics.
• Experience with financial markets, instruments, and risk management concepts.
• Excellent analytical, problem-solving, and critical-thinking skills.
• Ability to work independently and manage projects effectively in a remote setting.
• Strong communication and presentation skills, with the ability to convey complex ideas simply.
• Detail-oriented with a commitment to accuracy and rigor.
• Familiarity with cloud computing platforms (e.g., AWS, Azure) is a plus.

This is an exceptional opportunity for a talented quantitative professional to work remotely and make a significant impact on financial strategy in Stoke-on-Trent . If you possess a strong analytical aptitude and a passion for financial modeling, we invite you to apply.

Who We Are
Boston Consulting Group partners with leaders in business and society to tackle their most important challenges and capture their greatest opportunities. BCG was the pioneer in business strategy when it was founded in 1963. Today, we help clients with total transformation-inspiring complex change, enabling organizations to grow, building competitive advantage, and driving bottom-line impact.

To succeed, organizations must blend digital and human capabilities. Our diverse, global teams bring deep industry and functional expertise and a range of perspectives to spark change. BCG delivers solutions through leading-edge management consulting along with technology and design, corporate and digital ventures—and business purpose. We work in a uniquely collaborative model across the firm and throughout all levels of the client organization, generating results that allow our clients to thrive.
 
The Partner Services Group (PSG) is a global, high-impact team within BCG’s Finance function that is responsible for the design, development, and execution of world-class evaluation, development, compensation, and equity programs for our ~2,000 Managing Directors and Partners (MDPs). These programs are not only critical to BCG’s business performance but are also personally significant to our senior leadership.

MDPs are the owners of BCG and are entrusted with driving our business across markets and practice areas. Robust and transparent evaluation and reward mechanisms are essential to supporting BCG’s mission of unlocking the potential of those who advance the world.

Operating in a fast-paced environment, PSG is known for its precision, innovation, and transparent communication. We are a highly visible and trusted team that plays a vital role in ensuring BCG continues to be an employer of choice for the world’s most talented and pioneering leaders in consulting.


What You'll Do
As custodians of the global MDP framework, PSG ensures that:

* MDPs understand and are inspired by the broader value proposition, beyond compensation and equity
* There is strong trust and confidence in the Compensation & Equity (C&E) framework and its outcomes
* MDP behavior is positively influenced through a clear understanding of how the framework reflects their contributions, decisions, and impact
We’re looking for a strategic and solution-oriented senior Financial Analyst to help reimagine how we reward, retain and incentivize our MDPs with regard to their long-term capital vehicle (LTCV). The LTCV is BCG’s working capital and having an understanding of capital structures (debt, equity) is valuable. This role will report into the Head of Program Analysis (Roberto Sestito, PSG Director).

In this role, you will develop a deep understanding of the current MDP C&E framework and specifically LTCV and the programs that exist today. You will drive the financial modeling and scenario analysis needed to transition from legacy approaches to a more harmonized model – within the context of a privately held global consulting firm. Success in this role requires the ability to understand archetypes, apply logical frameworks and optimize models to achieve desired outcomes. You will also learn about BCG’s overall business, P&L, strategic priorities, and other elements related to firm performance. You will work closely with senior leaders to design
for the future and engage in implementation and change management planning to bring transformation to life.
 
As an example, this individual will take on responsibilities such as:

* Collect and clean raw data from various sources (e.g. databases, spreadsheets, etc.), ensuring accuracy, consistency and completeness
* Design, build and iterate on models that test the different impacts to individuals, archetypes and geographies
* Evaluate trade-offs between current reward models and forward-looking incentive designs (e.g., value-based, milestone-driven)
* Lead analysis, synthesis, financial modeling, sensitivity testing and ‘what if’ scenario analysis, and preparation of materials to communicate findings and make recommendations to PSG leadership, the BCG Executive Committee, and other sub-groups (‘steerco discussions’)
* Present and explain insights in a clear, engaging manner to both technical and non-technical audiences using slides and dashboards
* Team with the Head of Program Analysis and other senior leaders to manage different workstreams to implement changes and help infuse into our global policies, process, and norms
 
You’re Good At

You are…

* Detail-oriented, rigorous about accuracy, challenging outcomes of work and tests broader understanding of how you got there
* Proactive self-starter with strong critical thinking skills and creativity to solve problems
* Able to handle ambiguity; break down a problem, run independently with an idea and suggest solutions
* Analytically curious and a thoughtful interpreter of data and patterns
* Confident asking probing questions, conducting thoughtful investigation, making informed recommendations, and explaining the logic used to others
* Comfortable with senior presence, and composure while working on high visibility deliverables
* Skilled at working in globally distributed teams, including with a line manager in a different geography, and effective at managing collaboration across time zones.
* Willing to proactively jump in to help others, in a growing and fast-paced environment
* Able to build and develop strong, trusted working relationships
* Flexible, open to new ideas/change, and work collaboratively in an iterative environment
* Strong at written and verbal communication, with the ability to tailor messaging to diverse audiences


What You'll Bring
We are looking for a well-rounded individual who is comfortable navigating sensitive topics with leaders and can work collaboratively to influence leadership and implement change.
 
You bring…

* 5+ years of Financial Analysis experience (finance, FP&A, compensation strategy or internal consulting)
* Bachelor’s degree in a relevant field such as Business, Economics, Finance, or another quantitative discipline; MBA or other advanced degree strongly preferred
* Skilled in Microsoft Office applications – Outlook, Word, Excel, PowerPoint
* Advanced Excel skills; pivot tables, nested functions, mixed references, arrays, etc.
* Experience in Power BI, Tableau and Python
* Excellent organizational, project-management, communication, and interpersonal skills; ability to communicate confidently and professionally with senior management
* Flexible and adaptable to rapidly changing priorities and ability to stay focused
* Ability to work independently on multiple, simultaneous assignments with minimal supervision
* High level of confidentiality and discretion in handling sensitive data


Who You'll Work With
You will work directly with Roberto Sestito, Mike Nowicki, Katie Caccese and Laura McDonnell, and be part of the broader PSG team, led by Amy Glass and Ben Holden. You will also work very closely with BCG’s Compensation & Equity subcommittee, a Task Force Working Group of ~10-15 MDPs, and a broader network of MDP change advocates.


Boston Consulting Group is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, age, religion, sex, sexual orientation, gender identity / expression, national origin, disability, protected veteran status, or any other characteristic protected under national, provincial, or local law, where applicable, and those with criminal histories will be considered in a manner consistent with applicable state and local laws.

BCG is an E - Verify Employer. (Click here )( for more information on E-Verify.

Our client, a prestigious financial institution in Oxford, Oxfordshire, UK , is seeking a highly analytical and experienced Senior Quantitative Analyst to join their dynamic team. This role is crucial for developing and implementing sophisticated financial models that drive strategic decision-making and risk management.

Responsibilities:

• Develop, validate, and implement complex quantitative models for pricing, risk management, and trading strategies across various asset classes.
• Perform rigorous statistical analysis and back-testing of models to ensure accuracy and robustness.
• Collaborate closely with traders, portfolio managers, and risk management teams to understand business needs and translate them into modeling requirements.
• Write efficient and well-documented code in languages such as Python, R, C++, or MATLAB for model implementation and data analysis.
• Contribute to the design and enhancement of the firm's trading and risk infrastructure.
• Stay abreast of the latest academic research and industry developments in quantitative finance and financial modeling.
• Prepare comprehensive reports and presentations to communicate model findings and recommendations to senior management and stakeholders.
• Mentor junior quantitative analysts and contribute to the team's technical expertise.
• Ensure compliance with regulatory requirements and internal policies.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Financial Engineering, or Computer Science.
• 5+ years of relevant experience in quantitative analysis within the financial services industry.
• Proven expertise in developing and implementing financial models (e.g., stochastic calculus, time series analysis, machine learning).
• Strong programming skills in Python, R, C++, or MATLAB.
• Excellent understanding of financial markets, derivatives, and risk management principles.
• Proficiency in data analysis, statistical modeling, and numerical methods.
• Strong analytical and problem-solving abilities, with exceptional attention to detail.
• Excellent written and verbal communication skills, with the ability to explain complex concepts clearly.
• Experience with large datasets and database technologies (e.g., SQL) is advantageous.

This hybrid position offers the flexibility of working remotely combined with opportunities for in-person collaboration at our offices in Oxford, Oxfordshire, UK . We are looking for individuals who are passionate about quantitative finance and possess a deep technical understanding to contribute to our continued success.

Our client, a leading innovator in the financial services sector, is seeking a highly skilled Senior Quantitative Analyst to join their dynamic team. This role is entirely remote, offering unparalleled flexibility. You will be responsible for developing, validating, and implementing complex financial models that drive critical business decisions across trading, risk management, and product development. This position requires a deep understanding of financial markets, advanced statistical techniques, and robust programming skills.

Responsibilities:

• Design, build, and maintain sophisticated quantitative models for pricing, risk assessment, and hedging of financial instruments.
• Utilize advanced statistical and machine learning techniques to identify market trends and opportunities.
• Collaborate with traders, portfolio managers, and risk officers to understand their modeling needs and provide solutions.
• Conduct rigorous back-testing and validation of models to ensure accuracy and reliability.
• Develop and implement automated reporting and monitoring tools for model performance.
• Stay current with regulatory changes and their impact on financial modeling requirements.
• Communicate complex analytical results and model insights clearly to both technical and non-technical audiences.
• Contribute to the continuous improvement of the firm's quantitative infrastructure and best practices.

Qualifications:

• Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 5-7 years of experience in quantitative finance, with a focus on model development.
• Proficiency in programming languages such as Python, C++, or R, with experience in financial libraries.
• Deep understanding of financial derivatives, market risk, and credit risk.
• Experience with large datasets and databases (SQL, NoSQL).
• Excellent analytical, problem-solving, and communication skills.
• Ability to work effectively in a remote, fast-paced environment.
• Demonstrated ability to translate business requirements into quantitative solutions.

This remote opportunity in Nottingham, Nottinghamshire, UK offers a chance to work on challenging financial problems with a talented team, significantly impacting the firm's success.

Our client, a prestigious financial services firm, is seeking a highly skilled Senior Data Scientist with expertise in financial modeling to join their innovative, fully remote team. This role offers a unique opportunity to leverage advanced analytical techniques and machine learning to drive strategic decision-making within the financial sector. You will be responsible for developing sophisticated predictive models, conducting in-depth risk assessments, and optimizing investment strategies. Your work will directly impact the firm's performance and profitability.

This position requires a strong command of statistical modeling, econometrics, and machine learning algorithms, coupled with a deep understanding of financial markets and instruments. You will work with large, complex datasets, employing cutting-edge tools and technologies to extract actionable insights. Key responsibilities include designing and implementing models for forecasting, fraud detection, credit scoring, and portfolio optimization. You will also be involved in validating model performance, ensuring regulatory compliance, and communicating complex findings to senior management and other stakeholders.

The ideal candidate will possess a proven track record in data science within the financial industry, with demonstrable experience in building and deploying robust financial models. Excellent programming skills in Python or R, proficiency in SQL, and experience with big data technologies are essential. A strong quantitative background, demonstrated by a Master's or Ph.D. in a relevant field such as Finance, Economics, Statistics, or Computer Science, is required. You should have excellent communication and presentation skills, with the ability to articulate technical concepts clearly and concisely. As part of a fully remote team, you must be self-motivated, highly organized, and able to collaborate effectively across distances. Our client is committed to fostering a collaborative and intellectually stimulating remote work environment, offering ample opportunities for professional development and career progression.

Responsibilities:

• Develop, validate, and deploy advanced statistical and machine learning models for financial applications.
• Conduct comprehensive data analysis to identify trends, risks, and opportunities in financial markets.
• Build predictive models for forecasting, risk management, fraud detection, and portfolio optimization.
• Collaborate with quantitative analysts, traders, and risk managers to define modeling requirements.
• Ensure model accuracy, robustness, and compliance with regulatory standards.
• Communicate complex analytical findings and recommendations to senior leadership.
• Stay abreast of the latest advancements in data science, machine learning, and financial modeling.

Qualifications:

• Master's degree or Ph.D. in Finance, Economics, Statistics, Mathematics, Computer Science, or a related quantitative field.
• 5+ years of experience in data science, with a strong focus on financial modeling and analysis.
• Proficiency in Python or R, and extensive experience with data manipulation and modeling libraries.
• Strong SQL skills and experience with relational databases.
• Deep understanding of financial markets, instruments, and risk management principles.
• Experience with big data technologies (e.g., Spark, Hadoop) is a plus.
• Excellent analytical, problem-solving, and communication skills.

The role is based in Edinburgh, Scotland, UK , but is a 100% remote position available to candidates across the UK.

Our client, a prestigious financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their team in **Derby, Derbyshire, UK**. This role is crucial for developing and implementing sophisticated financial models, driving strategic decision-making, and managing risk. You will work closely with trading desks, risk management, and technology teams to create cutting-edge analytical solutions. The ideal candidate possesses a deep understanding of financial markets, advanced mathematical skills, and proficiency in programming languages used for quantitative analysis.

Responsibilities:

• Develop, validate, and implement complex quantitative models for pricing, risk management, and trading strategies across various asset classes (e.g., equities, fixed income, derivatives).
• Analyze large datasets to identify market trends, assess risk exposures, and support investment decisions.
• Collaborate with traders, portfolio managers, and risk officers to understand their analytical needs and provide tailored solutions.
• Design and execute back-testing and scenario analysis for developed models.
• Ensure models are compliant with regulatory requirements and internal policies.
• Contribute to the technological infrastructure supporting quantitative research and development.
• Develop and maintain clear and concise documentation for all models and methodologies.
• Present complex quantitative findings to both technical and non-technical stakeholders.
• Identify opportunities for model improvement and innovation.
• Mentor junior quantitative analysts and contribute to team development.
• Stay abreast of industry best practices, emerging financial instruments, and regulatory changes.
• Work closely with IT teams to ensure efficient implementation and deployment of models.

Qualifications:

• Master's degree or PhD in a quantitative field such as Mathematics, Physics, Statistics, Economics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience in a quantitative analyst role within investment banking, asset management, or a hedge fund.
• Strong expertise in financial modeling, including stochastic calculus, time series analysis, and derivative pricing.
• Proficiency in programming languages such as Python, C++, R, or MATLAB.
• Experience with financial databases and data manipulation tools (e.g., SQL).
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong understanding of financial markets, trading strategies, and risk management principles.
• Ability to communicate complex technical concepts effectively to diverse audiences.
• Experience with risk management frameworks (e.g., VaR, CVA, XVA) is a plus.
• Familiarity with machine learning techniques applied to finance is advantageous.
• Ability to work effectively in a fast-paced, team-oriented environment.

This is an exciting opportunity for a talented quant professional to contribute to a leading financial firm and make a significant impact on its trading and risk management capabilities.

Our client is searching for an exceptional Lead Quantitative Analyst to spearhead their financial modeling initiatives. This fully remote position offers the chance to work on complex financial instruments and strategies from the comfort of your home office. You will be responsible for developing, validating, and implementing sophisticated quantitative models that drive critical business decisions in trading, risk management, and product development. This role requires a deep understanding of financial markets, advanced mathematics, and cutting-edge programming techniques.

Key Responsibilities:

• Develop, test, and deploy advanced quantitative models for pricing, risk management, and hedging of financial derivatives.
• Lead a team of quantitative analysts, providing technical guidance and mentorship.
• Collaborate with traders, portfolio managers, and risk officers to understand their modeling needs.
• Perform rigorous back-testing and validation of model performance against market data.
• Identify and research new mathematical approaches and statistical techniques for financial modeling.
• Contribute to the design and implementation of robust data infrastructure for quantitative analysis.
• Communicate complex modeling concepts and results clearly to diverse stakeholders.
• Stay updated with regulatory changes and their impact on financial modeling requirements.
• Ensure compliance with internal policies and industry best practices.
• Drive innovation in quantitative research and model development.

Qualifications:

• Master's or PhD in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
• Minimum of 7 years of experience in quantitative finance, with at least 2 years in a lead or senior role.
• Strong expertise in stochastic calculus, time series analysis, and numerical methods.
• Proficiency in programming languages commonly used in quant finance, such as Python (NumPy, SciPy, Pandas), C++, or R.
• Experience with large datasets and database technologies (e.g., SQL).
• Deep understanding of various financial markets (equities, fixed income, derivatives).
• Proven ability to lead projects and mentor junior team members.
• Excellent problem-solving and analytical skills.
• Strong communication and presentation abilities.
• Demonstrated success in developing and deploying production-level quantitative models.
• Must be able to work effectively in a fully remote setting.

This position is an excellent opportunity for a seasoned quant professional based in the UK to contribute to a leading financial institution from Glasgow, Scotland, UK , remotely. Embrace a flexible work environment while tackling challenging financial problems.

Our client, a leading financial institution, is seeking a highly analytical and skilled Senior Quantitative Analyst to join their sophisticated team in **Brighton, East Sussex, UK**. This role is instrumental in developing, implementing, and validating complex financial models that drive critical business decisions across trading, risk management, and product development. The ideal candidate will possess a strong mathematical background, exceptional programming skills, and a deep understanding of financial markets.

Key Responsibilities:

• Design, develop, and implement cutting-edge quantitative models for pricing derivatives, assessing risk, and optimizing trading strategies.
• Perform rigorous back-testing and validation of models to ensure accuracy, robustness, and compliance with regulatory requirements.
• Collaborate closely with traders, portfolio managers, risk officers, and IT teams to understand business needs and translate them into quantitative solutions.
• Analyze large datasets to identify market trends, generate insights, and inform model enhancements.
• Contribute to the development and enhancement of the firm's risk management framework through sophisticated modeling techniques.
• Research and evaluate new quantitative methodologies and technologies to improve modeling capabilities.
• Document model specifications, assumptions, methodologies, and limitations thoroughly.
• Present complex quantitative concepts and findings clearly and concisely to both technical and non-technical audiences.
• Mentor junior quantitative analysts and contribute to the team's overall technical expertise.
• Ensure adherence to all internal policies and external regulations governing financial modeling and risk management.

Qualifications and Skills:

• Master's degree or PhD in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science.
• Minimum of 5 years of experience in a quantitative analysis role within the financial services industry.
• Strong proficiency in programming languages commonly used in quantitative finance, such as Python (NumPy, SciPy, Pandas), C++, or R.
• Extensive experience with financial modeling techniques, including Monte Carlo simulations, time series analysis, stochastic calculus, and econometrics.
• Deep understanding of financial derivatives, fixed income, equities, and risk management principles.
• Experience with data manipulation and database technologies (e.g., SQL).
• Excellent analytical, problem-solving, and critical thinking skills.
• Effective communication and presentation skills, with the ability to articulate complex ideas.
• Ability to work independently and collaboratively in a fast-paced, team-oriented environment.
• Familiarity with regulatory frameworks such as Basel III and Solvency II is a plus.
• Experience working in a hybrid office setup, balancing remote collaboration with in-person meetings.

This position offers a competitive remuneration package, performance-based bonuses, and excellent career advancement opportunities within a globally recognized financial organization.

Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their dynamic team. This role offers a hybrid working arrangement, blending remote flexibility with essential in-office collaboration. You will be instrumental in developing and implementing sophisticated quantitative models for risk management, pricing, and trading strategies. This position demands a strong foundation in mathematics, statistics, programming, and financial markets, with a proven ability to translate complex financial concepts into actionable analytical solutions.

Responsibilities:

• Develop, test, and implement complex mathematical and statistical models for financial risk assessment, asset valuation, and portfolio optimization.
• Design and build pricing models for various financial instruments, including derivatives and structured products.
• Conduct rigorous backtesting and validation of models to ensure accuracy and robustness.
• Collaborate with trading desks, portfolio managers, and risk management teams to understand their analytical needs and provide tailored solutions.
• Translate business requirements into technical specifications for model development.
• Write clean, efficient, and well-documented code in languages such as Python, R, or C++.
• Analyze large datasets to identify trends, patterns, and insights relevant to financial markets.
• Stay current with industry best practices, regulatory changes, and emerging quantitative techniques.
• Prepare comprehensive documentation of models, methodologies, and results.
• Communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences.
• Contribute to the development of trading strategies and risk management frameworks.
• Mentor junior quantitative analysts and contribute to the team's knowledge sharing.

Qualifications:

• Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science.
• Minimum of 5 years of relevant experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
• Expertise in developing and implementing models for pricing, risk, or trading.
• Proficiency in programming languages such as Python, R, C++, or MATLAB.
• Strong understanding of financial markets, instruments, and derivatives.
• Excellent analytical, problem-solving, and statistical modeling skills.
• Ability to work effectively in a hybrid work environment, balancing remote and in-office responsibilities.
• Strong written and verbal communication skills.
• Experience with big data technologies and machine learning techniques is a plus.

This is an excellent opportunity to contribute to critical financial operations in Aberdeen, Scotland, UK , within a collaborative and innovative environment.