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Quantitative Developer - Risk & Portfolio Analytics | London- Leading Global Hedge Fund

Oxford Knight
London
5 days ago
Applications closed

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Location: London

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.



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