1,074 Valuation Expert jobs in the United Kingdom

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 is a leading global investment bank with a strong presence in the financial markets. We are seeking a highly skilled Senior Quantitative Analyst (Quant) specializing in Financial Modeling to join our elite, fully remote team. In this critical role, you will be instrumental in developing, implementing, and validating sophisticated mathematical models for pricing, risk management, and algorithmic trading across a wide range of financial instruments. You will work at the intersection of finance, mathematics, and computer science, tackling complex challenges and contributing to the firm's competitive edge. The ideal candidate possesses a deep understanding of stochastic calculus, probability theory, statistical modeling, and numerical methods, coupled with extensive experience in programming languages such as Python, C++, or Java. You will be responsible for designing and implementing pricing models for derivatives, developing risk assessment frameworks, and building high-frequency trading strategies. Collaboration with traders, portfolio managers, and risk officers will be essential to understand market needs and translate them into robust quantitative solutions. This position offers a unique opportunity to work on intellectually stimulating problems with significant impact on the firm’s profitability and risk management. You will have the chance to explore innovative quantitative techniques and contribute to cutting-edge financial product development. We are looking for individuals with exceptional analytical rigor, a meticulous attention to detail, and a passion for pushing the boundaries of quantitative finance. As a remote-first organization, we provide a highly collaborative and flexible work environment that encourages innovation and professional growth. Your expertise will be vital in navigating the complexities of modern financial markets and driving data-informed decision-making.
Responsibilities:

• Develop and implement sophisticated pricing and risk management models for financial derivatives and other complex instruments.
• Design and build algorithmic trading strategies and systems.
• Conduct quantitative research on market behavior and financial phenomena.
• Validate and back-test quantitative models using historical and real-time data.
• Collaborate with front-office teams (traders, portfolio managers) to understand their quantitative needs.
• Write high-quality, efficient, and well-documented code in languages such as Python, C++, or R.
• Analyze large datasets to extract insights and identify trading opportunities or risk exposures.
• Contribute to the development and maintenance of the firm's quantitative infrastructure.
• Stay abreast of the latest research and trends in quantitative finance and computational methods.
• Communicate complex quantitative concepts clearly to both technical and non-technical audiences.

Qualifications:

• Ph.D. or Master's degree in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, Computer Science, or a related discipline.
• 5+ years of experience as a Quantitative Analyst in investment banking, hedge funds, or asset management.
• Strong theoretical knowledge of stochastic calculus, probability, statistics, and financial econometrics.
• Expertise in programming languages commonly used in quantitative finance (e.g., Python, C++, R, Java).
• Proven experience in developing and implementing pricing models, risk models, or trading algorithms.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and interpersonal skills, with the ability to explain complex technical concepts.
• Ability to work independently and as part of a collaborative remote team.

Our client, a leading international bank, is seeking a highly analytical and skilled Senior Quantitative Analyst to join their prestigious risk management division. This role is based in our central Derby, Derbyshire, UK office and requires a strong mathematical background, exceptional programming skills, and a deep understanding of financial markets and derivatives. You will be responsible for developing, implementing, and validating complex quantitative models used for pricing, risk assessment, and regulatory compliance. The ideal candidate will have a proven track record of applying advanced statistical and computational techniques to solve challenging financial problems.

Key Responsibilities:

• Develop, test, and implement sophisticated quantitative models for pricing financial derivatives, assessing market risk, and managing credit risk.
• Perform rigorous validation of existing models, ensuring accuracy, robustness, and compliance with regulatory standards (e.g., Basel III, IFRS 9).
• Collaborate with traders, risk managers, and front-office teams to understand their needs and provide data-driven insights and solutions.
• Contribute to the development of new financial products by providing quantitative support and pricing expertise.
• Analyze large datasets to identify trends, patterns, and potential risks within financial portfolios.
• Stay abreast of the latest advancements in quantitative finance, machine learning, and computational finance techniques.
• Communicate complex technical concepts clearly and concisely to both technical and non-technical stakeholders.
• Develop and maintain high-quality code in languages such as Python, C++, or R for model implementation and analysis.
• Mentor junior analysts and contribute to the team's technical expertise and knowledge sharing.

This position requires a Master's or Ph.D. in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, or Computer Science. A minimum of 5 years of relevant experience in a quantitative finance role within a banking or financial institution is essential. Proficiency in statistical modeling, stochastic calculus, numerical methods, and machine learning techniques is a must. Experience with regulatory frameworks and stress testing is highly desirable. Strong programming skills in Python and C++ are critical. This role requires excellent analytical, problem-solving, and communication skills, with the ability to work effectively in a collaborative, fast-paced trading environment.

Our client is a leading financial services firm seeking a highly skilled Senior Data Scientist with expertise in Financial Modeling to join their innovative, fully remote team. This role will be instrumental in developing and refining sophisticated quantitative models that drive critical business decisions. The successful candidate will leverage advanced statistical techniques, machine learning algorithms, and big data technologies to analyze complex financial datasets, identify trends, and generate actionable insights. Responsibilities include designing, building, testing, and deploying predictive models for areas such as risk assessment, fraud detection, portfolio optimization, and market forecasting. You will work closely with stakeholders across finance, product, and technology departments to understand their analytical needs and translate them into data-driven solutions. A strong understanding of financial markets, regulatory requirements, and risk management principles is essential. The Senior Data Scientist will also be responsible for communicating complex analytical findings to both technical and non-technical audiences through clear visualizations and compelling narratives. This remote position requires exceptional self-discipline, strong problem-solving skills, and the ability to work independently while collaborating effectively with a distributed team. We are looking for an analytical powerhouse with a passion for finance and data science, who can contribute significantly to the company's strategic objectives through rigorous quantitative analysis and innovative modeling techniques. The ability to mentor junior data scientists and contribute to the team's overall technical growth will be highly valued. This is an outstanding opportunity to work on challenging problems in a dynamic and collaborative remote environment.
Responsibilities:

• Develop, validate, and deploy advanced quantitative and financial models.
• Analyze large, complex datasets to identify trends, patterns, and anomalies.
• Apply machine learning and statistical techniques to solve business problems in finance.
• Collaborate with finance and business teams to define analytical requirements.
• Communicate complex findings and recommendations to stakeholders through reports and presentations.
• Ensure the accuracy, robustness, and scalability of deployed models.
• Stay abreast of the latest advancements in data science, machine learning, and financial modeling.
• Mentor junior data scientists and contribute to knowledge sharing within the team.
• Implement best practices for data management, model versioning, and deployment.
• Contribute to the strategic direction of data science initiatives.

Qualifications:

• Master's or PhD in a quantitative field such as Statistics, Mathematics, Economics, Computer Science, or Finance.
• Minimum of 6 years of experience in data science, with a focus on financial modeling.
• Proven expertise in developing and implementing predictive models using Python or R.
• Strong knowledge of machine learning algorithms and statistical modeling techniques.
• Experience with financial data sources and markets.
• Familiarity with big data technologies (e.g., Spark, Hadoop) is a plus.
• Excellent communication, presentation, and interpersonal skills for remote collaboration.
• Demonstrated ability to work independently and manage multiple projects simultaneously.
• Experience with data visualization tools (e.g., Tableau, Power BI).

Our client is a distinguished financial institution with a significant presence in **Plymouth, Devon, UK**, seeking an exceptional Senior Quantitative Analyst to join their innovative risk management and trading strategy division. This pivotal role involves developing and implementing sophisticated mathematical models for pricing complex financial derivatives, managing risk, and optimizing investment portfolios. You will be at the forefront of quantitative finance, working with large datasets, cutting-edge technology, and collaborating closely with traders, portfolio managers, and risk officers. The ideal candidate will possess a strong academic background in a quantitative field such as Mathematics, Physics, Statistics, or Financial Engineering, coupled with extensive practical experience in financial modeling. Responsibilities include designing, testing, and validating pricing models, developing algorithms for risk assessment, and contributing to the strategic development of new financial products. You will utilize advanced programming skills in languages like Python, C++, or R, and have a deep understanding of stochastic calculus, time series analysis, and numerical methods. The ability to translate complex mathematical concepts into practical trading strategies and risk management solutions is essential. This position offers a unique opportunity to influence strategic decision-making within the firm and tackle intellectually stimulating challenges in a dynamic market environment. We are looking for a highly analytical, detail-oriented individual with a passion for financial markets and a commitment to academic rigor and quantitative excellence. Strong communication skills are vital for presenting findings and recommendations to senior management and business stakeholders. This role requires a proactive approach and the ability to work both independently and collaboratively within a high-performing team.
Key Responsibilities:

• Develop, implement, and maintain sophisticated mathematical models for pricing and risk management of financial instruments.
• Design and validate algorithms for trading strategies, portfolio optimization, and risk exposure calculations.
• Analyze large and complex datasets to identify market trends and opportunities.
• Collaborate with trading desks, portfolio managers, and risk management teams to provide quantitative insights.
• Conduct rigorous back-testing and stress-testing of models and strategies.
• Research and apply advanced statistical techniques and numerical methods to financial problems.
• Communicate complex quantitative concepts and results clearly to both technical and non-technical audiences.
• Contribute to the development of new financial products and services.
• Ensure compliance with regulatory requirements and internal risk policies.
• Stay abreast of the latest developments in quantitative finance and financial technology.

Qualifications:

• MSc or PhD in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or a related quantitative discipline.
• Minimum of 5 years of experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
• Proven expertise in programming languages such as Python, C++, R, or Java.
• Strong knowledge of stochastic calculus, time series analysis, econometrics, and numerical methods.
• Experience with derivative pricing models, risk management frameworks, and portfolio optimization techniques.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication abilities.
• Ability to work effectively in a fast-paced, team-oriented environment.

A leading global financial institution with a strong presence in **Cambridge, Cambridgeshire, UK** is seeking an exceptional Senior Quantitative Analyst to join their sophisticated financial modeling team. This fully remote position offers the chance to work on challenging and impactful projects, developing and implementing cutting-edge quantitative models for trading, risk management, and asset valuation. You will play a pivotal role in driving strategic decisions through rigorous data analysis and advanced mathematical techniques, collaborating with diverse teams across the firm.

Key Responsibilities:

• Design, develop, and implement sophisticated quantitative models for financial markets, including pricing, hedging, and risk management.
• Perform complex data analysis using statistical and machine learning techniques.
• Develop and maintain algorithms for trading strategies, portfolio optimisation, and risk assessment.
• Validate existing models and provide insights into their performance and limitations.
• Collaborate with traders, portfolio managers, and risk managers to understand their quantitative needs and provide solutions.
• Stay abreast of the latest developments in quantitative finance, econometrics, and computational methods.
• Translate complex mathematical concepts into clear, actionable insights for business stakeholders.
• Develop efficient and robust code in languages such as Python, R, C++, or Java.
• Conduct back-testing and simulation studies to evaluate model performance.
• Contribute to the development and enhancement of the firm's quantitative infrastructure.
• Author technical documentation and present findings to both technical and non-technical audiences.
• Ensure models comply with regulatory requirements and internal risk policies.
• Mentor junior quantitative analysts and contribute to team knowledge sharing.
• Identify opportunities for innovation and improvement in quantitative methodologies.
• Work effectively in a distributed, remote team environment.

Qualifications:

• PhD or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 7 years of experience as a Quantitative Analyst or in a similar role within the financial services industry.
• Proven expertise in developing and implementing financial models for pricing, risk, or trading.
• Strong programming skills in at least one of Python, R, C++, or Java, with experience in relevant libraries (e.g., NumPy, Pandas, SciPy, TensorFlow).
• Deep understanding of stochastic calculus, time series analysis, econometrics, and machine learning.
• Excellent analytical, problem-solving, and critical thinking abilities.
• Strong communication and presentation skills, with the ability to articulate complex quantitative concepts.
• Experience with large datasets and distributed computing environments is a plus.
• Ability to work independently and collaboratively in a remote setting.

This is a premier opportunity for a seasoned quantitative mind to contribute to high-level financial strategy.

Our client, a leading financial institution, is looking for a highly skilled Lead Data Scientist to spearhead their advanced financial modeling initiatives. This fully remote role offers an exceptional opportunity to work on cutting-edge projects from the comfort of your home office, contributing significantly to our strategic decision-making processes. You will be at the forefront of developing sophisticated predictive models, risk assessment frameworks, and anomaly detection systems that drive profitability and mitigate financial risks.

As the Lead Data Scientist, you will guide a team of talented data scientists, fostering an environment of collaboration and technical excellence. Your responsibilities will encompass the entire data science lifecycle, from data acquisition and cleaning to model development, validation, and deployment. A deep understanding of machine learning algorithms, statistical modeling, and time-series analysis is crucial. Experience with financial markets, quantitative finance, and regulatory compliance is highly advantageous. You will leverage your expertise in Python or R, along with libraries like TensorFlow, PyTorch, scikit-learn, and Pandas, to build robust and scalable solutions. Proficiency in SQL and experience with big data technologies (e.g., Spark, Hadoop) are also essential for handling large financial datasets.

We expect candidates to possess a Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, Computer Science, Economics, or Physics. A minimum of 6 years of relevant industry experience, with a proven track record in financial modeling and a leadership capacity, is required. Excellent communication and presentation skills are vital for conveying complex findings to both technical and non-technical stakeholders. You will be instrumental in shaping our data-driven strategy, providing actionable insights that enhance financial performance and operational efficiency. This is a unique chance to make a substantial impact in a globally recognized financial organization, working remotely.

Our client, a highly respected financial services institution, is seeking an experienced Senior Data Scientist to lead the development and implementation of advanced financial models. This is a fully remote position, enabling you to contribute your expertise from anywhere in the UK. You will play a crucial role in leveraging data to drive strategic decision-making, optimize risk management, and enhance predictive capabilities within the firm.

Key Responsibilities:

• Develop, validate, and deploy sophisticated predictive models for areas such as credit risk, market risk, fraud detection, and customer behavior analysis.
• Clean, transform, and analyze large, complex datasets from various sources using statistical and machine learning techniques.
• Collaborate closely with business stakeholders, data engineers, and other data scientists to understand requirements and deliver actionable insights.
• Design and implement A/B tests and other experimental methodologies to evaluate model performance and business impact.
• Stay abreast of the latest advancements in data science, machine learning, and financial modeling techniques.
• Build robust data pipelines and automated reporting systems to support ongoing model monitoring and performance tracking.
• Communicate complex findings and model methodologies clearly and concisely to both technical and non-technical audiences.
• Mentor junior data scientists and contribute to the growth and development of the data science team.
• Ensure compliance with all relevant regulations and data privacy standards.
• Contribute to the strategic roadmap for data science initiatives within the organization.
• Document all modeling processes, assumptions, and results thoroughly.

Qualifications and Skills:

• Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, Computer Science, Economics, or a related discipline.
• Minimum of 5 years of experience as a Data Scientist, with a significant focus on financial modeling and analysis.
• Proven expertise in developing and deploying machine learning models (e.g., regression, classification, time-series forecasting, clustering).
• Proficiency in programming languages such as Python or R, and strong experience with relevant libraries (e.g., scikit-learn, pandas, NumPy, TensorFlow, PyTorch).
• Solid understanding of statistical concepts and methods.
• Experience with SQL and working with relational databases; experience with big data technologies (e.g., Spark, Hadoop) is a plus.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain technical concepts to diverse audiences.
• Familiarity with financial industry regulations and data governance principles.
• Ability to work independently and effectively manage projects in a remote setting.
• Demonstrated ability to translate business problems into data science solutions.

This is an exceptional opportunity for a skilled Data Scientist to lead impactful financial modeling initiatives within a leading financial services firm, all while enjoying the flexibility of a fully remote role. If you are passionate about data-driven insights and quantitative analysis in finance, we encourage you to apply.

Our client, a leading international financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their sophisticated team in Newcastle upon Tyne, Tyne and Wear, UK . This role offers a challenging opportunity to engage in complex financial modeling, risk management, and product development. You will leverage your advanced mathematical and programming skills to build, validate, and implement quantitative models that underpin critical business decisions. The position operates on a hybrid basis, promoting collaboration and offering work-life balance.

Responsibilities:

• Develop, implement, and maintain sophisticated quantitative models for pricing, risk management, and hedging of financial derivatives.
• Conduct in-depth statistical analysis and data mining to identify trends and patterns in financial markets.
• Validate model performance, assess limitations, and perform back-testing to ensure accuracy and robustness.
• Collaborate with trading desks, risk management, and IT departments to understand business requirements and translate them into quantitative solutions.
• Develop and maintain efficient and well-documented code in languages such as Python, C++, or R.
• Contribute to the design and development of new financial products and strategies.
• Stay abreast of regulatory changes and industry best practices in quantitative finance.
• Prepare clear and concise reports and presentations on model methodologies, assumptions, and results for senior management and regulators.
• Mentor junior quantitative analysts and contribute to the team's technical expertise.
• Ensure compliance with internal policies and external regulations.
• Troubleshoot and resolve issues related to model implementation and performance.

Qualifications:

• Master's degree or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Financial Engineering, or Computer Science.
• 5+ years of progressive experience in quantitative analysis within the financial services industry.
• Strong theoretical knowledge and practical experience in financial modeling, including derivative pricing, risk modeling (VaR, CVA), and statistical methods.
• Proficiency in at least one programming language commonly used in quantitative finance (e.g., Python with libraries like NumPy, SciPy, Pandas; C++; R).
• Experience with data analysis and visualization tools.
• Familiarity with financial markets, instruments, and trading strategies.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain complex concepts to both technical and non-technical audiences.
• Experience with machine learning techniques applied to finance is a plus.
• Knowledge of regulatory frameworks such as Basel III or Solvency II is advantageous.

This hybrid role is based in our client's offices in Newcastle upon Tyne, Tyne and Wear, UK .