Quant Analyst – Risk and Model Testing

Quant Capital
5 May 2021
City of London, United Kingdom
Job Type
Face to Face or Remote
Face to face


Quant Analyst – Risk and Model Testing

£70k plus large Bonus

Quant Capital is urgently looking for a Quant Analyst to join our high profile client.

Our client is a well-known Asset Manager they operate in the Fixed Income and ETF space. They run around £1 Billion and have been trading since 2017. They are 40 people strong and growing regularly.

This role is a hybrid role managing risk for the fund and building / back testing trading models.

  • Product Management, supporting the launch of new products and the portfolio management of existing ones. This may include the back-testing of fixed-income strategies and the analysis of third-party indices or strategies.
  • Fund Risk Management, maintaining and extending the current risk tools and their reporting framework as well as performing risk analysis for new funds and strategies.

In addition, the candidate will be involved in implementing and maintaining automated tools to support Portfolio Management, Operations, Trading, Sales and Risk. The candidate will also assist in performing quantitative analysis to support client-facing insights.

Day to Day the Quant Analyst will:

  • Providing support to the product structuring process through analysis and testing including support through the fund regulatory applications.
  • Back testing proposed strategies and analysis of third-party strategies to assess historical performance.
  • Building Excel, Python, Imagine and SQL based tools to support Portfolio Management, Operations, Trading, Marketing and the broader business.
  • Working with and supporting existing analytical tools.
  • Prepare fund metrics, comparisons vs competitors and client material, maintaining databases and marketing materials.
  • Analysis on Stress-test and VaR risk measures.
  • Supporting the risk management function and other business areas as needed.
  • Reviewing risk reports and providing analysis to support the risk function.

Quant Analysts must have:

  • PhD or Masters
  • 3 years of experience in a quantitative finance, or related role. Relevant backgrounds include a quantitative analyst/quantitative risk analyst at an asset manager, bank, financial services or consulting company, or a risk analyst with a strong quantitative finance background.
  • Quantitative finance knowledge including fixed income products and derivative pricing.
  • Programming experience, GIT, Excel and SQL skills. Ability to understand complex existing code and tools in order to build upon these.
  • Any degree of exposure to VBA, JavaScript and noSQL databases is considered a plus.

My client is based in Central London

Quant Analyst Fixed Income

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