VP, Private Asset Risk Modeling & Quant Analytics

A leading financial services firm in the UK is seeking a Senior Quant Modeler to enhance risk factor models for private market investments. The role demands extensive quantitative skills, experience in statistical modeling, and proficiency in Python. The ideal candidate will have a Master's degree or PhD, with a strong background in project management. This position supports a hybrid work model that promotes flexibility. An attractive benefits package includes retirement tools and education reimbursement.