142 Quantitative Analysis jobs in the United Kingdom

• Lead and manage a team of quantitative analysts and researchers.
• Develop and implement cutting-edge quantitative trading strategies and models.
• Design and build sophisticated pricing and risk models for derivatives and other financial instruments.
• Conduct advanced statistical analysis and machine learning research for financial applications.
• Oversee the development, backtesting, and deployment of trading algorithms.
• Collaborate with trading desks, portfolio managers, and risk management to identify opportunities.
• Ensure the accuracy, robustness, and scalability of quantitative systems and models.
• Stay abreast of the latest advancements in quantitative finance, econometrics, and data science.
• Communicate complex quantitative findings effectively to senior management and business stakeholders.
• Contribute to the firm's overall quantitative strategy and research roadmap.
• Mentor and develop junior members of the quantitative team.
• Ensure compliance with relevant financial regulations and internal policies.

• PhD or Master's degree in a highly quantitative field (Mathematics, Physics, Statistics, Computer Science, Financial Engineering).
• 10+ years of experience in quantitative finance, with a significant portion in leadership roles.
• Proven track record of developing and implementing successful quantitative strategies.
• Expertise in statistical modeling, time series analysis, and econometrics.
• Strong programming skills in Python, C++, R, or similar languages.
• Deep understanding of financial markets, derivatives, and risk management principles.
• Experience with machine learning libraries and techniques (e.g., TensorFlow, PyTorch, scikit-learn).
• Excellent analytical, problem-solving, and critical thinking abilities.
• Exceptional communication and presentation skills.
• Experience managing and mentoring quantitative teams.

• Lead the quantitative analysis team, setting strategic direction and fostering a culture of innovation and excellence.
• Develop, implement, and validate sophisticated quantitative models for pricing, risk management, and portfolio optimisation.
• Oversee the design and implementation of algorithms for trading, hedging, and investment strategies.
• Analyse large datasets to identify market trends, investment opportunities, and potential risks.
• Ensure the accuracy, robustness, and regulatory compliance of all quantitative models.
• Collaborate closely with portfolio managers, traders, risk managers, and IT to integrate quantitative insights into business operations.
• Stay abreast of the latest developments in quantitative finance, machine learning, and data science.
• Manage the team's workload, allocate resources effectively, and mentor junior quantitative analysts.
• Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders.
• Contribute to the development of new financial products and services.
• Oversee data governance and ensure the integrity of financial data used for analysis.

• PhD or Master's degree in a quantitative field such as Financial Mathematics, Statistics, Physics, Computer Science, or Economics.
• Extensive experience (7+ years) in quantitative analysis within the banking or financial services industry, with a significant portion in a leadership role.
• Proven track record of developing and implementing complex financial models (e.g., derivative pricing, VaR, stress testing).
• Expertise in programming languages commonly used in quant finance (e.g., Python, C++, R, SQL).
• Strong understanding of financial markets, instruments, and regulatory frameworks.
• Experience with machine learning techniques and their application in finance is highly desirable.
• Excellent analytical, problem-solving, and critical thinking skills.
• Exceptional communication and presentation skills, with the ability to influence senior management.
• Demonstrated ability to lead and mentor a high-performing team in a remote setting.
• Strong understanding of data management and database technologies.

• Lead and mentor a team of quantitative analysts, fostering a high-performance culture.
• Develop, implement, and validate complex quantitative models for pricing, risk management, and trading strategies.
• Oversee the analysis of large financial datasets to identify market trends and opportunities.
• Design and enhance risk management frameworks and stress testing methodologies.
• Collaborate with front-office and back-office teams to ensure effective model implementation and usage.
• Provide strategic direction on quantitative research and development initiatives.
• Ensure compliance with regulatory requirements related to model risk management.
• Present complex quantitative findings to senior management and stakeholders in a clear and concise manner.
• Stay abreast of the latest developments in financial engineering, econometrics, and computational finance.
• Manage the performance and development of the quantitative analysis team.
• Contribute to the firm's overall strategic decision-making process through data-driven insights.
• Oversee the maintenance and enhancement of the quantitative analytics infrastructure.

• Advanced degree (Master's or PhD) in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
• Extensive experience (7+ years) in a quantitative finance role, with a significant portion in a leadership capacity.
• Proven track record of developing and implementing successful quantitative models in areas like derivatives pricing, risk management, or algorithmic trading.
• Strong expertise in statistical modeling, econometrics, stochastic calculus, and machine learning.
• Proficiency in programming languages such as Python, R, C++, or MATLAB.
• Deep understanding of financial markets, instruments, and regulatory environments.
• Excellent leadership, communication, and interpersonal skills.
• Ability to translate complex quantitative concepts into actionable business strategies.
• Experience managing teams and driving project delivery in a fast-paced environment.
• Strong analytical and problem-solving abilities.
• Familiarity with financial databases (e.g., Bloomberg, Refinitiv) is highly desirable.

• Lead small and large multidisciplinary engagements and manage client relationships, provide advanced quantitative analysis and modelling to address complex market risk challenges
• Develop, validate, and implement quantitative risk models (including cVaR, CCR and xVA)
• Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices
• Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery
• Support business development initiatives, including identifying new opportunities and developing proposals

• Minimum of 7-10 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services
• Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including AI/ML, and programming (e.g. Python, R, C++)
• Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders

• A dynamic, collaborative, inclusive work environment
• Opportunities to work with leading global financial institutions on challenging and impactful projects
• Continuous professional development with tailored training and mentorship

• Lead and mentor a team of quantitative analysts (quants) in developing and implementing sophisticated financial models.
• Drive research and development of new quantitative trading strategies and risk models.
• Oversee the validation and calibration of existing models.
• Collaborate closely with traders, portfolio managers, and risk management teams to understand their needs and provide quantitative solutions.
• Ensure the accuracy, robustness, and regulatory compliance of all quantitative models.
• Develop and maintain high-quality code in languages such as Python, C++, or R for model implementation and backtesting.
• Stay at the forefront of quantitative finance research, exploring new methodologies and technologies.
• Communicate complex quantitative concepts clearly and effectively to both technical and non-technical stakeholders.
• Manage project timelines and deliverables for the quantitative analysis department.
• Contribute to the strategic direction of the firm's quantitative efforts.
• Ensure robust model risk management framework is in place and adhered to.
• Oversee the integration of quantitative models into trading systems and risk infrastructure.

About Us
Engelhart was founded in 2013 by BTG Pactual Group as a commodities trading company. Our business model is "asset light" and highly diversified – giving us the ability to adapt effectively and nimbly to changing market conditions. We have assembled successful multidisciplinary teams, leveraging advanced fundamental analysis with deep quantitative and weather research capabilities. Our activities are underpinned by strong risk management practices and by powerful technology and operational excellence. We have exceptional teams with diverse global backgrounds and decades of experience, and are driven by a highly collaborative culture, across products and competencies.

In 2024, Engelhart acquired Trailstone, a global energy trading and technology company. The acquisition provides us with new expertise, analytics and proprietary technology which is being used to provide risk management and optimisation services to help maximise the value of our clients' renewable power. The acquisition also expanded Engelhart's capabilities into physical natural gas across North America, a critical fuel to support the energy transition.

Our talented and experienced individuals work together according to its four company values:
be bold, be collaborative, be proactive, be your best
.

About the Role
We are seeking a highly motivated and intellectually curious individual to join our Macro Commodities trading team for a six-month internship. Whilst this is a
fixed-term
opportunity, there is potential for the role to transition into a permanent position based on individual and Desk performance. Candidates should be available to commence their internship as soon as possible (before the end of 2025) in order to apply.

Our Macro Commodities trading team spans a diverse range of assets, including Oil, Metals, and Freight, and leverages various trading instruments such as Futures and Options.

In this role, you will work closely with portfolio managers, researchers, and traders to perform quantitative analysis, model development, and signal research. You will contribute to the design and testing of systematic and discretionary trading strategies, applying mathematical and statistical methods to real-world market data. This internship offers an opportunity to gain deep exposure to macro commodity markets and develop practical experience in trading, quantitative research, and risk analysis.

This will be a full-time role, owning the following
responsibilities
:

• Conduct quantitative research to identify, test, and validate trading signals and strategies across macro commodity markets, using both fundamental and market data sources.
• Apply statistical and econometric techniques to analyse large datasets.
• Develop and backtest forecasting models and alpha signals using Python and numerical computing libraries.
• Collaborate with traders and quants to translate research findings into actionable insights that inform trading decisions.
• Perform data-driven analysis of market behaviour, volatility, and correlations across commodities.
• Contribute to model performance monitoring, enhancement of research tools, and automation of analysis workflows.
• Supporting a wide range of ad hoc quantitative and technical projects aligned with trading desk priorities.

About You
You are a curious, analytical, and rigorous thinker with a genuine interest in commodities and data-driven problem solving. You approach research with both creativity and discipline, and you are comfortable working with ambiguity in fast-paced trading environments. You are highly collaborative, thrive on intellectual challenge, and communicate complex ideas clearly.

You should demonstrate a strong quantitative foundation, a high level of numerical intuition, and the ability to write clean, reproducible code to test hypotheses and implement models effectively.

The following
qualifications
and
skills
are
essential
for application:

• MSc (or equivalent) in Mathematics, Physics, Statistics, or another highly quantitative discipline, with an excellent academic record.
• Strong analytical and mathematical skills, including familiarity with probability, statistics, time-series analysis, or optimisation.
• Proficiency in Python and experience with relevant packages (NumPy, pandas, SciPy, statsmodels, etc.).
• Ability to handle and analyze large datasets, integrating both market and macroeconomic data sources.
• Demonstrated interest in financial markets, commodities, or quantitative trading.
• Strong communication and collaboration skills, with a proactive approach to problem solving and feedback.
• Strong analytical and problem-solving skills with a rigorous attention to detail.
• Highly organised and solution-oriented, with the ability to manage multiple priorities and deliver results under time pressure.

The Following Experiences Are Desirable But Not Essential

• Prior experience in a corporate, financial services, or professional environment.
• Familiarity with or exposure to commodities trading or financial markets.

We believe in inclusivity and are therefore dedicated to ensuring all employees – across gender identity, race, ethnicity, sexual orientation, religion, life experience, background and more – feel welcome and included in the company. We promote diversity because we believe it is essential to our ability to think holistically.

We are looking for an Associate Quantitative Analyst to join our Quantitative Research team.

This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios.

As part of a growing quantitative team—alongside Quant Development, Quant Strategies, and Risk Advisory—you will play a key role in shaping the firm’s expanding capabilities in credit and equity derivatives, building on our established expertise in interest rate and FX risk.

Key Responsibilities:

• Design, develop, and document pricing and risk models for credit and equity derivatives as part of the firm’s strategic expansion in these areas.
• Work closely with Quant Dev to integrate new models into our internal Python-based risk platform.
• Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation across private credit and equity-related exposures.
• Contribute to liquidity risk modelling, credit charge calculation, and scenario analysis for private market portfolios.
• Conduct research into new modelling methodologies and maintain awareness of market and regulatory developments.
• Translate complex model outputs into actionable insights for both internal and external stakeholders.
• Prepare technical documentation, testing frameworks, and presentation materials for model sign-off and client communication.

Requirements

• Minimum 5 years of experience in a quantitative finance, risk modelling, or financial engineering role.
• Master’s degree or higher in a quantitative/STEM field (e.g., Mathematics, Physics, Financial Engineering, Computer Science).
• Practical experience with pricing and risk management of credit and/or equity derivatives, ideally across multiple asset classes.
• Strong programming skills in Python for financial modelling and data analysis.
• Solid understanding of market risk concepts including VaR, stress testing, sensitivities, and exposure analysis.
• Ability to work independently on model design and testing, while collaborating effectively with cross-functional teams.
• Excellent communication skills and the ability to explain quantitative results to non-specialist audiences.
• Strong attention to detail and ability to manage multiple project streams.

Preferred Qualifications:

• Experience with C++ or Rust for performance-critical quantitative modelling.
• Familiarity with private market liquidity risk, credit charges, and illiquid portfolio analytics.
• Exposure to interest rate and FX derivatives and related risk frameworks.

Benefits

Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers, and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology.

Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), health care, retirement plans, and financial support towards professional qualifications.

Our core company values are;

• Accountability – Getting it done and owning the result.
• Teamwork – We succeed by helping others succeed.
• Integrity – We serve our clients; the responsibility is sacrosanct. 
• Diversity – Diversity boosts creativity – creativity is our edge.
• Kaizen – Strive to do things better. Innovation kills complacency.

Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.