4,392 Quantitative Analyst jobs in the United Kingdom

Quantitative Analyst

Harnham

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Job Description

Senior Quantitative Analyst

Up to £130,000

London (Fully Onsite)


Please note: This role cannot provide sponsorship


Company:

Join a world-class global investment management firm that specialises in sports trading, spanning football, soccer, cricket, and major US sports like the NBA. As part of their elite trading team, you’ll harness advanced statistical techniques and machine learning to build predictive models that shape their trading strategies.


In this role, you’ll drive revenue growth and develop mathematical models to predict the outcomes of sports events.



Responsibilities:

  • Utilise advanced statistical techniques and machine learning to build predictive models that shape our trading strategies
  • Develop predictive models for sports outcomes using advanced mathematical and statistical techniques.
  • Analyse real-world sports data to uncover patterns and generate insights that inform trading strategies.
  • Implement and optimise numerical methods to support robust, scalable model performance in live environments.
  • Collaborate closely with fellow researchers and developers in a fast-paced, science-driven team environment.
  • Continuously innovate and improve modelling approaches to stay competitive in dynamic and data-rich sports markets.



Requirements:

  • MSc, PhD Degree in Mathematics
  • Have 5+ years of relevant industry experience.
  • Strong coding skills in Python and SQL
  • Strong communication skills, with the ability to work effectively in a fast-paced, collaborative environment.
  • Strong background in mathematics, statistics, or a related quantitative field
  • Experience in developing mathematical models to predict real-world outcomes
  • Proficiency in numerical implementation and computational methods
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Quantitative Analyst

London, London Harnham

Posted today

Job Viewed

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Job Description

Senior Quantitative Analyst

Up to £130,000

London (Fully Onsite)


Please note: This role cannot provide sponsorship


Company:

Join a world-class global investment management firm that specialises in sports trading, spanning football, soccer, cricket, and major US sports like the NBA. As part of their elite trading team, you’ll harness advanced statistical techniques and machine learning to build predictive models that shape their trading strategies.


In this role, you’ll drive revenue growth and develop mathematical models to predict the outcomes of sports events.



Responsibilities:

  • Utilise advanced statistical techniques and machine learning to build predictive models that shape our trading strategies
  • Develop predictive models for sports outcomes using advanced mathematical and statistical techniques.
  • Analyse real-world sports data to uncover patterns and generate insights that inform trading strategies.
  • Implement and optimise numerical methods to support robust, scalable model performance in live environments.
  • Collaborate closely with fellow researchers and developers in a fast-paced, science-driven team environment.
  • Continuously innovate and improve modelling approaches to stay competitive in dynamic and data-rich sports markets.



Requirements:

  • MSc, PhD Degree in Mathematics
  • Have 5+ years of relevant industry experience.
  • Strong coding skills in Python and SQL
  • Strong communication skills, with the ability to work effectively in a fast-paced, collaborative environment.
  • Strong background in mathematics, statistics, or a related quantitative field
  • Experience in developing mathematical models to predict real-world outcomes
  • Proficiency in numerical implementation and computational methods
This advertiser has chosen not to accept applicants from your region.

Quantitative Analyst

McGregor Boyall

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Job Description

Quantitative Analyst - Model Validation (Assistant Vice President Level)

About the Role

The primary mandate of the Model Validation team is to manage model risk across a broad range of business areas, including models used for derivatives valuation, market and credit risk management, liquidity, and capital computations. The team is responsible for independently reviewing models to ensure theoretical soundness, implementation accuracy, and appropriate use. The role involves evaluating model performance, identifying limitations, and helping stakeholders understand the associated risks.

Key Responsibilities

  • Perform independent validation and approval of quantitative models, raising and managing model validation findings.
  • Conduct annual reviews and revalidations of existing models.
  • Provide effective challenge to model assumptions, mathematical formulations, and implementation methodologies.
  • Assess and quantify model risk to inform stakeholders and contribute to compensating control development.
  • Contribute to strategic and cross-functional initiatives within the Model Risk function.
  • Oversee ongoing model performance monitoring, including benchmarking, process verification, and outcome analysis.
  • Communicate validation results, model limitations, and uncertainties to stakeholders and management.
  • Contribute to automation and efficiency initiatives, including applications of AI and process optimization.

Qualifications

  • MSc or preferably PhD in a quantitative discipline (e.g., Physics, Mathematics, Computer Science, Financial Engineering, Statistics).
  • Strong understanding of Value-at-Risk (VaR) computation frameworks and Counterparty Credit Risk (CCR) modelling.
  • Experience in model validation or development, particularly within risk or liquidity modelling contexts.
  • Proficiency in Python (preferred) or similar quantitative programming languages.
  • Strong analytical and communication skills, with the ability to provide practical solutions to complex challenges.
  • Demonstrated ability to work collaboratively within a team-oriented environment.

Additional Skills - Liquidity Modelling in Investment Banking

  • Deep understanding of liquidity risk frameworks and internal liquidity stress testing (ILST) methodologies.
  • Experience validating or developing liquidity models, including cash flow projections, liquidity coverage ratio (LCR), and net stable funding ratio (NSFR) frameworks.
  • Familiarity with regulatory expectations for liquidity risk management (e.g., Basel III, PRA, FED, or ECB guidelines).
  • Ability to assess model performance under stressed conditions and evaluate model assumptions around funding profiles, behavioral deposits, and contingency funding.
  • Knowledge of balance sheet and treasury modelling, including funding concentration and intraday liquidity risk.
  • Experience working with liquidity data, scenario analysis, and backtesting of liquidity models.
  • Strong quantitative and programming skills for implementing and testing liquidity models efficiently.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

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Quantitative Analyst

CB2 1AA Cambridge, Eastern £80000 Annually WhatJobs

Posted 6 days ago

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Job Description

full-time
Our client, a prestigious financial institution, is actively seeking a highly skilled Quantitative Analyst to join their fully remote trading and risk management team. This role is critical for developing and implementing sophisticated mathematical models and algorithms to support trading strategies, risk assessment, and portfolio optimization. You will work with large financial datasets, utilizing advanced statistical and computational techniques to derive actionable insights and drive financial performance. The ideal candidate possesses a strong academic background in a quantitative discipline, exceptional programming skills, and a deep understanding of financial markets. This is a fully remote position, requiring self-discipline, excellent communication, and the ability to collaborate effectively through digital platforms with teams across different geographies. You will be involved in the entire lifecycle of quantitative model development, from conception and validation to implementation and ongoing monitoring. Responsibilities include:
  • Develop, backtest, and implement quantitative models for trading strategies, pricing derivatives, and risk management.
  • Analyze market data to identify trading opportunities and potential risks.
  • Build and maintain robust data infrastructure and pipelines for quantitative research.
  • Collaborate with traders, portfolio managers, and risk officers to understand business needs and provide analytical solutions.
  • Validate model performance and ensure compliance with regulatory requirements.
  • Develop tools and systems to automate trading execution and risk monitoring.
  • Stay current with academic research and industry trends in quantitative finance and computational methods.
  • Clearly document methodologies, assumptions, and results of quantitative analyses.
  • Present complex quantitative findings to both technical and non-technical stakeholders.
  • Contribute to the innovation and continuous improvement of the firm's quantitative capabilities.
Qualifications:
  • Master's or Ph.D. in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative field.
  • Proven experience as a Quantitative Analyst or in a similar quantitative role within the financial services industry.
  • Expertise in statistical modeling, time-series analysis, machine learning, and stochastic calculus.
  • Proficiency in programming languages such as Python, C++, or R, with strong data manipulation and analysis libraries.
  • Experience with financial databases and market data platforms (e.g., Bloomberg, Refinitiv).
  • Solid understanding of financial markets, derivatives, and risk management principles.
  • Excellent analytical, problem-solving, and critical thinking skills.
  • Strong communication and interpersonal skills, with the ability to explain complex concepts clearly.
  • Demonstrated ability to work independently and manage multiple projects in a remote environment.
  • Attention to detail and a commitment to accuracy.
This fully remote, full-time position offers a highly competitive salary, performance-based bonuses, and comprehensive benefits. If you are a talented quantitative professional looking for a challenging and rewarding career in a dynamic financial environment, we encourage you to apply.
This advertiser has chosen not to accept applicants from your region.

Quantitative Analyst

RG1 1EB Reading, South East £65000 Annually WhatJobs

Posted 8 days ago

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Job Description

full-time
Our client, a prestigious financial institution in Reading, Berkshire, UK , is seeking a highly analytical and detail-oriented Quantitative Analyst to join their growing team. This is an office-based role, offering a collaborative environment where you can contribute to the development and refinement of sophisticated financial models and trading strategies. As a Quantitative Analyst, you will be responsible for performing complex statistical analysis, developing algorithms, and creating mathematical models to assess risk, price financial instruments, and optimize investment portfolios. You will work closely with traders, portfolio managers, and risk officers to provide data-driven insights and support strategic decision-making. The role requires a strong foundation in mathematics, statistics, and programming, coupled with a keen understanding of financial markets. You will be expected to conduct rigorous back-testing of strategies, validate model assumptions, and ensure the accuracy and reliability of analytical outputs. The ideal candidate will possess exceptional problem-solving skills, the ability to interpret intricate financial data, and a proactive approach to identifying opportunities for quantitative improvement. If you are a talented analyst with a passion for finance and a desire to work within a challenging and rewarding environment, we encourage you to apply.

Key Responsibilities:
  • Develop, implement, and back-test quantitative trading strategies.
  • Build and maintain complex financial models for pricing, risk management, and portfolio optimization.
  • Conduct statistical analysis of market data to identify trends and opportunities.
  • Collaborate with portfolio managers and traders to refine investment strategies.
  • Perform data mining and analysis on large datasets.
  • Validate model assumptions and ensure the accuracy of analytical results.
  • Prepare reports and presentations on quantitative findings for senior management.
  • Stay current with advancements in quantitative finance and relevant technologies.
  • Contribute to the improvement of data infrastructure and analytical tools.
  • Ensure compliance with regulatory requirements and internal policies.
Qualifications:
  • Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science.
  • Proven experience in quantitative analysis within the financial services industry.
  • Strong programming skills in languages such as Python, R, C++, or Java.
  • Proficiency in statistical modeling and machine learning techniques.
  • Solid understanding of financial markets, derivatives, and fixed income.
  • Excellent analytical and problem-solving abilities.
  • Strong communication and presentation skills.
This advertiser has chosen not to accept applicants from your region.

Quantitative Analyst

CB2 1GA Cambridge, Eastern £70000 Annually WhatJobs

Posted 13 days ago

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Job Description

full-time
Our client, a leading financial institution, is seeking a highly skilled Quantitative Analyst to join their innovative and fully remote team. This role is critical for developing and implementing sophisticated mathematical models and analytical tools to support trading strategies, risk management, and product development. You will work closely with traders, portfolio managers, and risk officers to identify market opportunities, assess financial risks, and optimize investment portfolios. The ideal candidate will have a strong academic background in a quantitative field and a proven track record in applying mathematical and statistical methods to complex financial problems.

Key responsibilities include designing, testing, and deploying pricing and risk models for various financial instruments, including derivatives. You will perform rigorous back-testing and validation of models, ensuring their accuracy and reliability. Collaboration is key, and you will contribute to cross-functional teams, providing data-driven insights and solutions. This is a remote-first opportunity, demanding exceptional self-management, communication, and technical prowess. You must be comfortable working autonomously and collaborating effectively with colleagues globally via virtual platforms.

Responsibilities:
  • Develop, implement, and maintain quantitative models for pricing, risk management, and hedging.
  • Conduct in-depth statistical analysis of market data to identify trends and opportunities.
  • Perform model validation, back-testing, and sensitivity analysis.
  • Collaborate with front-office teams to understand their quantitative needs and provide solutions.
  • Communicate complex analytical findings clearly and concisely to both technical and non-technical audiences.
  • Stay abreast of the latest advancements in quantitative finance and technology.

Qualifications:
  • Master's or PhD in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.
  • Proven experience in quantitative finance, preferably in areas like derivatives pricing, risk management, or algorithmic trading.
  • Proficiency in programming languages such as Python, C++, or R.
  • Strong understanding of financial markets and instruments.
  • Excellent analytical, problem-solving, and critical-thinking skills.
  • Ability to work independently and as part of a remote team.

This is a fantastic opportunity for a dedicated quantitative professional to make a significant impact in the financial sector from a fully remote setting, supporting operations relevant to Cambridge, Cambridgeshire, UK .
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Quantitative Analyst

OX1 1AA Oxford, South East £75000 Annually WhatJobs

Posted 15 days ago

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Job Description

full-time
Our client, a prestigious financial institution based in Oxford, Oxfordshire, UK , is looking for a highly analytical and detail-oriented Quantitative Analyst to join their sophisticated trading and risk management division. This challenging role requires a strong academic background in a quantitative discipline, combined with practical experience in financial modeling and statistical analysis. You will be instrumental in developing and implementing complex mathematical models used for pricing financial derivatives, managing risk, and optimizing trading strategies. This is an ideal opportunity for an ambitious individual seeking to advance their career in a high-performance environment.

Responsibilities:
  • Develop, test, and implement sophisticated quantitative models for pricing complex financial instruments, including derivatives.
  • Design and refine algorithms for algorithmic trading strategies and portfolio optimization.
  • Conduct rigorous statistical analysis of market data to identify trends, patterns, and potential trading opportunities.
  • Perform risk analysis, including VaR (Value at Risk) calculations, scenario analysis, and stress testing for trading portfolios.
  • Collaborate closely with traders, portfolio managers, and IT teams to integrate models into production systems.
  • Validate the performance of existing models and perform regular model reviews to ensure accuracy and relevance.
  • Develop and maintain high-quality code in languages such as Python, C++, or R for model implementation and back-testing.
  • Contribute to the development of new financial products and strategies.
  • Ensure compliance with regulatory requirements and internal risk management policies.
  • Document models, methodologies, and results clearly and comprehensively.
  • Stay updated on the latest advancements in financial engineering, quantitative finance, and machine learning.
  • Assist in the development and maintenance of risk reporting tools and dashboards.

Qualifications:
  • Master's degree or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative field.
  • Proven experience (3+ years) in a quantitative role within investment banking, asset management, hedge funds, or a similar financial services environment.
  • Strong understanding of financial markets, financial instruments, and derivatives pricing.
  • Proficiency in programming languages such as Python, C++, R, and SQL.
  • Expertise in statistical modeling, time series analysis, econometrics, and machine learning techniques.
  • Experience with numerical methods and simulation techniques (e.g., Monte Carlo).
  • Excellent analytical, problem-solving, and critical thinking skills.
  • Ability to communicate complex quantitative concepts to non-technical stakeholders.
  • Strong attention to detail and a commitment to producing accurate and reliable results.
  • Familiarity with financial databases (e.g., Bloomberg, Refinitiv) is a plus.
  • Knowledge of regulatory frameworks like Basel III or MiFID II is advantageous.

This is a critical role within a highly regarded team, offering significant opportunities for professional growth and development in the heart of Oxford .
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Quantitative Analyst

L3 8PU Liverpool, North West £70000 Annually WhatJobs

Posted 22 days ago

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Job Description

full-time
A leading global investment bank is recruiting a highly analytical and mathematically skilled Quantitative Analyst to join their esteemed financial modeling team in Liverpool, Merseyside, UK . This is a critical, office-based role requiring deep expertise in financial markets and advanced statistical modeling techniques. The Quantitative Analyst will be instrumental in developing, implementing, and validating sophisticated financial models for risk management, pricing derivatives, and portfolio optimization. Key responsibilities include researching and developing new quantitative methodologies; building and testing complex financial models using languages such as Python or R; performing rigorous statistical analysis on large datasets; collaborating closely with traders, portfolio managers, and risk officers to understand their needs and provide data-driven insights; documenting model methodologies and assumptions thoroughly; and ensuring compliance with regulatory requirements. The ideal candidate will possess a strong academic background, holding at least a Master's degree or PhD in a quantitative field such as Mathematics, Physics, Statistics, or Financial Engineering. Proven experience in a similar quantitative role within the financial services industry is essential, coupled with demonstrable expertise in financial modeling, stochastic calculus, and machine learning applications in finance. Proficiency in programming languages like Python, C++, or R, and experience with database technologies such as SQL are mandatory. Excellent problem-solving skills, the ability to communicate complex quantitative concepts clearly to both technical and non-technical audiences, and a passion for financial markets are paramount. This is an exceptional chance to shape the future of financial strategy at a prominent institution, working at the forefront of quantitative finance in Liverpool . Opportunities for professional growth and career advancement are abundant.
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Quantitative Analyst

SR1 2LT Sunderland, North East £60000 Annually WhatJobs

Posted 24 days ago

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Job Description

full-time
Our client, a prestigious investment bank with a significant presence in Sunderland, Tyne and Wear, UK , is actively seeking a highly analytical and skilled Quantitative Analyst to join their core risk management division. This role is critical in developing and implementing sophisticated mathematical models and trading strategies that underpin the firm's financial operations.

The successful candidate will leverage advanced statistical and programming techniques to analyze complex financial data, identify market opportunities, and manage financial risks. You will work with a talented team of quants, traders, and risk managers, contributing to the firm’s competitive edge in the global financial markets. The role requires a rigorous approach to problem-solving, a strong understanding of financial instruments, and the ability to communicate complex findings clearly to both technical and non-technical audiences.

Key Responsibilities:
  • Develop, test, and implement quantitative models for pricing, risk management, and trading across various asset classes.
  • Conduct in-depth statistical analysis of market data to identify trends, patterns, and potential trading opportunities.
  • Design and execute backtesting strategies to validate model performance and robustness.
  • Collaborate with traders and portfolio managers to understand their needs and translate them into quantitative solutions.
  • Implement and optimize algorithms for real-time trading systems.
  • Perform stress testing and scenario analysis to assess the impact of market events on portfolios.
  • Contribute to the firm’s regulatory compliance efforts by providing data and analytical support.
  • Stay abreast of the latest academic research and industry developments in quantitative finance.
  • Prepare detailed reports and presentations on model performance, risk exposures, and market insights.
Requirements:
  • Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
  • Proven experience in quantitative analysis within the financial services industry.
  • Strong programming skills in languages like Python, C++, R, or Java.
  • Expertise in financial modeling, stochastic calculus, and statistical methods.
  • Familiarity with financial derivatives and fixed income products.
  • Excellent analytical, problem-solving, and critical thinking skills.
  • Ability to work effectively in a high-pressure, fast-paced trading environment.
  • Strong communication and presentation skills, with the ability to explain complex concepts clearly.
This is an exceptional opportunity for a talented quantitative professional looking to advance their career in a challenging and rewarding environment. Join a team that values innovation and drives financial performance.
This advertiser has chosen not to accept applicants from your region.

Quantitative Analyst

Harnham

Posted today

Job Viewed

Tap Again To Close

Job Description

Job Description

Senior Quantitative Analyst

Up to £130,000

London (Fully Onsite)


Please note: This role cannot provide sponsorship


Company:

Join a world-class global investment management firm that specialises in sports trading, spanning football, soccer, cricket, and major US sports like the NBA. As part of their elite trading team, you’ll harness advanced statistical techniques and machine learning to build predictive models that shape their trading strategies.


In this role, you’ll drive revenue growth and develop mathematical models to predict the outcomes of sports events.



Responsibilities:

  • Utilise advanced statistical techniques and machine learning to build predictive models that shape our trading strategies
  • Develop predictive models for sports outcomes using advanced mathematical and statistical techniques.
  • Analyse real-world sports data to uncover patterns and generate insights that inform trading strategies.
  • Implement and optimise numerical methods to support robust, scalable model performance in live environments.
  • Collaborate closely with fellow researchers and developers in a fast-paced, science-driven team environment.
  • Continuously innovate and improve modelling approaches to stay competitive in dynamic and data-rich sports markets.



Requirements:

  • MSc, PhD Degree in Mathematics
  • Have 5+ years of relevant industry experience.
  • Strong coding skills in Python and SQL
  • Strong communication skills, with the ability to work effectively in a fast-paced, collaborative environment.
  • Strong background in mathematics, statistics, or a related quantitative field
  • Experience in developing mathematical models to predict real-world outcomes
  • Proficiency in numerical implementation and computational methods

This advertiser has chosen not to accept applicants from your region.
 

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