Quantitative Researcher

We are looking for a Quantitative Analyst to join our Quantitative Research team, responsible for developing and validating financial models for market risk analytics, with a focus on liquidity risk and credit charges in private market portfolios.

Requirements

• Design, develop, and document pricing and risk models for credit and equity derivatives
• Work closely with Quant Dev to integrate new models into our internal Python-based risk platform
• Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation
• Conduct research into new modelling methodologies and maintain awareness of market and regulatory developments
• Translate complex model outputs into actionable insights for both internal and external stakeholders
• Prepare technical documentation, testing frameworks, and presentation materials for model sign-off and client communication

Benefits

• Competitive remuneration package (salary + bonus)
• Health care
• Retirement plans
• Financial support towards professional qualifications