Quant Risk Management Consultant - Python - Financial Mathematics - MSc Graduate - 12-Month Contract

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

Quant Risk Management Consultant - Python - Financial Mathematics - MSc Graduate - Key Skills:

• 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

Key Responsibilities:

• 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

Contract Details:

• Location: London/Hybrid

• Duration: 12-month contract

• Start: ASAP

Apply now for immediate consideration for this Quant Risk Management Consultant - Python - Financial Mathematics - MSc Graduate - Inside IR35 role.