Market risk quant Work, Jobs in Northolt, Gtl (with Salaries)

Market Risk Quant
Capital Fund Management —London
- Doctoral degree
- Master's degree
- SQL
Graduate Quant Developer
B2C2 —London
- Java
- Bachelor's degree
- Internship
Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President)
Jefferies & Company, Inc. —London
- Full-time
- Hybrid work
- Azure
- AWS
- Mentoring
Quant Solutions Operations Analyst
MillTechFX —London
- Full-time
- Bachelor's degree
- Communication skills
- Python
- Annual leave
- Life insurance
Quant Analyst
WallStreetDocs —London
- Full-time
- Computer Science
- English
- Java
Quant Analyst
Glencore —London
- Full-time
- Computer Science
- SQL
- Communication skills
Quant Researcher - Systematic
Man Group —London
- Python
- Sick pay
4d
Quantitative Analyst Intern
Keyrock —London
- Full-time
- Hybrid work
- English
- SQL
- Maths
Market Data Quant Specialist
Deutsche Bank —London
- Full-time
- Hybrid work
- Doctoral degree
- Master's degree
- Machine learning
- Employee discount
3d
Lead Software Engineer - Equity Derivatives - Front Office Quant Developer
JPMorganChase —London
- Full-time
- Computer Science
- Engineering
- System design
Quant Trader
Kappa Lab Ltd —London
- Full-time
- Hybrid work
- Data analysis skills
- Analysis skills
- Python
Quick apply
Quant Developer – Trading Analytics – Equity Derivatives Tech
Citi —London
- Full-time
- Hybrid work
- Azure
- Engineering
- AWS
- Annual leave
- Employee assistance programme
FID - FXEM Quant Strat
Morgan Stanley —London
- Doctoral degree
- Master's degree
- C++
Senior Market Risk Developer – Historical Timeseries (Vice President)
Jefferies & Company, Inc. —London
- Full-time
- Computer Science
- Engineering
- SQL
Counterparty Credit Risk Quant - Vice President
Sumitomo Mitsui Banking Corporation —London
- Hybrid work
- Microsoft Powerpoint
- Microsoft Excel
- Data analysis skills
- Annual leave
Python Quant Data Engineer - Systematic Trading Technology
JPMorganChase —London
- Full-time
- System design
- Java
- C++
5d
Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President
JPMorganChase —London
- Full-time
- Doctoral degree
- Master's degree
- Analysis skills
4d
Quant Trader (Sports & Prediction Markets)
Crypto.com —London
- Full-time
- Hybrid work
- Contracts
Quick apply
Quantitative Developer, C++ - Trading Teams EMEA
Tower Research Capital —London
- Hybrid work
- Doctoral degree
- Computer Science
- Engineering
- Annual leave
Vice President - Modeling & Quant Analytics (MRG)
Moody's —London
- English
- SQL
- C++

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market risk quant jobs near northolt, gtl

Market Risk Quant

Capital Fund Management -
London

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Job details

Qualifications

French
Doctoral degree
NumPy
Master's degree
SQL
Pandas
Machine learning
Python

Full job description

London, GB

ABOUT CFM

Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

Your Role

CFM LLP is looking to reinforce its risk management function with a person that can accompany the strong growth of CFM's funds.

The position is based in London and involves visiting the Paris office on a frequent basis.

Key Responsibilities

The role’s key responsibilities include

Support the head of Risk to monitor and understand all material risks in the portfolios.
Ensure that these risks are reported accurately internally to the board, regulators and investors.
Manage risk limits. Investigate, report and audit breaches.
Monitor underlying market conditions (volatility, liquidity).

Support management and PMs with risk dashboards and real-time metrics.

Coordinate with Risk Technology Specialists to integrate models into production platforms.

Explore advanced quantitative risk techniques (e.g. factors, pca, machine learning) for modelling metrics such as VaR, scenarios.

Prepare risk reports for portfolio managers and external stakeholders.

Your Skills

Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Statistics, Economics, or Finance.
Advanced Python (pandas, NumPy, scikit-learn) for modeling and automation. Knowledge of SQL.
Knowledge of financial products covering equities, fixed income, FX, commodities, credit, volatility. Strong knowledge of at least one or two asset classes would be preferred.
Ability to investigate problems into complex systems and data.
Ability to work autonomously and pro-actively.
Ability to work collaboratively in teams on complex programs.
Ability to communicate clearly to key stakeholders.
Ability to work independently in a confident and professional manner.

Preferable but not essential:

Familiarity with equity factor models (e.g., Fama-French, BARRA) and option pricing (volatility surface, smile etc.)
Knowledge of systematic trading strategies would be preferable.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.

Apply Now

Refine Your Search

market risk quant jobs in northolt, gtl

Market Risk Quant

Graduate Quant Developer

Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President)

Quant Solutions Operations Analyst

Quant Analyst

Quant Analyst

Quant Researcher - Systematic

Quantitative Analyst Intern

Market Data Quant Specialist

Lead Software Engineer - Equity Derivatives - Front Office Quant Developer

Quant Trader

Quant Developer – Trading Analytics – Equity Derivatives Tech

FID - FXEM Quant Strat

Senior Market Risk Developer – Historical Timeseries (Vice President)

Counterparty Credit Risk Quant - Vice President

Python Quant Data Engineer - Systematic Trading Technology

Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President

Quant Trader (Sports & Prediction Markets)

Quantitative Developer, C++ - Trading Teams EMEA

Vice President - Modeling & Quant Analytics (MRG)

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