Quantitative Risk Analyst

Quantitative Risk Consultant (Graduate) - London | Initial 6–12 Month Contract We're working with a leading global financial markets organisation seeking a talented Quantitative Risk Consultant to join its high-performing Quantitative Risk team. This is an excellent opportunity for a graduate or junior quant to apply advanced mathematical, statistical and programming skills to complex real-world financial market challenges. You'll work alongside experienced quantitative professionals, contributing to the development and validation of sophisticated risk models used within global financial markets. The Opportunity In this role you'll gain hands-on experience across quantitative research, risk modelling and software development, working with large financial datasets and cutting-edge analytical techniques. You'll be responsible for: • Conducting quantitative research and empirical analysis to support risk modelling initiatives • Performing back-testing and validation of quantitative models • Developing Python-based analytical tools and automation solutions • Building and maintaining data pipelines for large-scale financial datasets • Creating and executing quality assurance testing for quantitative models • Supporting model documentation and ongoing research projects • Collaborating with experienced quantitative analysts and risk specialists About You We're looking for someone with a strong academic background and genuine enthusiasm for quantitative finance. Essential Skills & Experience • MSc or PhD in Mathematics, Statistics, Physics, Quantitative Finance, Economics, Engineering or another highly quantitative discipline • Excellent understanding of probability, statistics and mathematical modelling • Strong Python programming skills • Analytical mindset with excellent problem-solving ability • Strong communication skills and the ability to explain technical concepts clearly Desirable Knowledge Experience or academic knowledge in any of the following would be advantageous: • Derivatives and financial markets • Quantitative risk management • Monte Carlo simulation • Stochastic processes • Partial Differential Equations (PDEs) • Counterparty or market risk • Financial modelling What's on Offer • Opportunity to work within a world-class quantitative risk environment • Exposure to sophisticated financial markets and quantitative modelling • Mentorship from experienced quantitative professionals • Challenging and intellectually stimulating work • Modern London offices • Potential for long-term career progression Please apply below if interested.