Quant Analyst

TL;DR

Quant Analyst (Structured Products): Develop and maintain quantitative risk library and risk-engine implemented in JavaScript/NodeJS/Java/PHP with an accent on financial modeling across asset classes and EU PRIIPs compliance. Focus on Monte-Carlo simulations, data manipulation for structured products/OTC derivatives, and bridging business logic with software implementation.

Location: London, City of (Hybrid)

Company

Leading financial services firm providing automation solutions for banks to generate regulatory KIDs for structured products in 20+ languages.

What you will do

• Maintain and develop risk-engine handling equities, FX, commodities, rates, inflation, credit defaults per EU PRIIPs RTS.
• Implement features for structured products and OTC derivatives based on market trends.
• Collaborate with engineers on complex data manipulation, storage, and business logic integration.
• Build mapping logic in PHP to convert banks' XML inputs to JSON for risk-engine.
• Perform Monte-Carlo simulations for client risk analysis and issue resolution.
• Develop pricing platform integrated with risk-engine and support quantitative requests.

Requirements

• Degree in Mathematics, Statistics, Computer Science or quantitative subject.
• Coding experience, preferably JavaScript, Java; experience building software architecture, databases, APIs.
• Knowledge of stochastic calculus, statistics, probability, numerical methods.
• Experience in statistical projects academic or industrial.
• Good communication skills to explain complex concepts.

Culture & Benefits

• Client contact from day one with Tier 1 banks.
• Team collaboration across technical and non-technical roles.
• Diversity-valued employer encouraging applications irrespective of protected characteristics.