Quantitative Analyst

⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Quantitative Analyst with a contract length of "unknown" and a pay rate of "unknown." Required skills include strong programming (C++, SQL, C#, VBA), numerical methods, and experience in collateral management and risk systems.
🌎 - Country
United Kingdom
πŸ’± - Currency
Β£ GBP
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πŸ’° - Day rate
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πŸ—“οΈ - Date discovered
August 28, 2025
πŸ•’ - Project duration
Unknown
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🏝️ - Location type
Unknown
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πŸ“„ - Contract type
Unknown
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πŸ”’ - Security clearance
Unknown
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πŸ“ - Location detailed
City Of London, England, United Kingdom
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🧠 - Skills detailed
#Oracle #Distributed Computing #Security #Cybersecurity #Programming #Compliance #AI (Artificial Intelligence) #SQL (Structured Query Language) #XML (eXtensible Markup Language) #Databases #Migration #C++ #Libraries #"ETL (Extract #Transform #Load)" #R #C# #VBA (Visual Basic for Applications)
Role description
Company Akkodis is a global leader in engineering, technology, and R&D, harnessing the power of connected data to drive digital transformation and innovation for a smarter, more sustainable future. As part of the Adecco Group, Akkodis combines the expertise of AKKA and Modis, with over 50,000 engineers and digital specialists across 30 countries in North America, EMEA, and APAC. Our teams bring extensive cross-sector knowledge in critical technology areas such as mobility, software services, robotics, simulations, cybersecurity, AI, and data analytics, enabling clients to tackle complex challenges in today’s rapidly evolving markets. Quantitative Researcher Role We are looking for a highly skilled Quantitative Researcher. The role also involves continuously enhancing XVA libraries and platforms, ensuring compliance with evolving regulatory frameworks, and supporting the development of collateral management platforms, as well as migrations of front-office and risk systems. Key Responsibilities β€’ Design and implement tools and pricing models for Collateral Management (e.g., IMVA-CCP, SIMM). β€’ Develop mathematical tools and models for XVA-related activities. β€’ Collaborate with Trading, Risk, IT, and other internal partners to deliver quantitative solutions. Requirements β€’ Strong programming skills (C++, SQL, C#, VBA). β€’ Solid knowledge of numerical methods (e.g., Monte Carlo simulation, optimisation algorithms). β€’ Hands-on experience in most of the following areas: β€’ Distributed computing and inter-process communication β€’ Multi-threaded programming β€’ Microsoft Office, VC++, VBA β€’ SQL/Access/Oracle databases β€’ Web technologies (XML, XSLT) β€’ Strong analytical and problem-solving skills with the ability to propose creative solutions. β€’ Highly motivated, adaptable, and results-oriented, with strong teamwork and communication skills.