Location: London
Candidates should take the time to read all the elements of this job advert carefully Please make your application promptly.
About the Role: Quantitative Developer wanted to join a high-impact risk engineering team at a leading Quant Fund. This role focuses on building and optimizing computational frameworks that power portfolio construction, stress testing, and risk decomposition across multi-asset strategies. You will work closely with risk managers and investment teams to deliver actionable insights and production-ready analytics.
Key Responsibilities:
Build scalable simulations and what if scenario engines for portfolio risk analysis
Develop optimization tools for risk decomposition and portfolio rebalancing
Enhance and maintain Python-based risk models and analytics libraries
Support full revaluation pricing models and risk calculations across asset classes
Partner with risk and front-office teams to deliver production-grade solutions
Hard Requirements:
Strong programming skills in Python; experience with other languages is a plus
Proven experience with financial risk systems or portfolio optimization tools
Deep understanding of pricing, risk modelling, and front-office trade lifecycle
Ability to build and deploy quantitative models in production environments
Bachelor's or Master's in Computer Science, Engineering, Mathematics, or a related field. PhD is a plus.
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.
Contact
If you think you're a good match for the role and would like further info, please contact:
Ali Wilson
ali.wilson@oxfordknight.co.uk
(+44) 07412908641
linkedin.com/in/alexander-wilson-050
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