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Quant Risk Management Consultant

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Orbis Consultants

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Location:
United Kingdom , London

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Category:

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

You will join a leading financial institution within their Quantitative Risk Management team, supporting margin modelling, back-testing, and empirical risk analysis.

Job Responsibility:

  • Conduct empirical studies to inform margin modelling and risk mitigation strategies
  • Support the back-testing of margin models and validation of assumptions
  • Develop and execute quality assurance test cases for margin methodology code
  • Build and enhance tools for data cleaning, analysis, and synchronization
  • Contribute to risk model research and documentation within the Quant Risk function

Requirements:

  • Master’s degree in Mathematics, Finance, Economics, Statistics, or related quantitative discipline
  • Strong understanding of probability theory, stochastic processes, and financial mathematics
  • Experience or internship background in quantitative finance / risk management
  • Hands-on programming experience with Python (live coding test required)
  • Knowledge of C++, R, or SQL desirable
  • Experience analysing derivatives pricing, volatility, and correlations highly advantageous
  • Excellent analytical, written and verbal communication skills

Nice to have:

  • Knowledge of C++, R, or SQL desirable
  • Experience analysing derivatives pricing, volatility, and correlations highly advantageous

Additional Information:

Job Posted:
January 20, 2026

Work Type:
On-site work
Job Link Share:

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