Data Analytics Intern at leading family fintech company building AI - powered reporting automation. Collaborating with Marketing Science team to deliver impactful projects for families.
About the role
- Quantitative Analyst developing pricing and risk models for credit and equity derivatives. Collaborating with teams to enhance market risk capabilities in London, UK.
Responsibilities
- Design, develop, and document pricing and risk models for credit and equity derivatives as part of the firm’s strategic expansion in these areas.
- Work closely with Quant Dev to integrate new models into our internal Python-based risk platform.
- Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation across private credit and equity-related exposures.
- Contribute to liquidity risk modelling, credit charge calculation, and scenario analysis for private market portfolios.
- Conduct research into new modelling methodologies and maintain awareness of market and regulatory developments.
- Translate complex model outputs into actionable insights for both internal and external stakeholders.
- Prepare technical documentation, testing frameworks, and presentation materials for model sign-off and client communication.
Requirements
- Minimum 3 years of experience in a quantitative finance, risk modelling, or financial engineering role.
- Master’s degree or higher in a quantitative/STEM field (e.g., Mathematics, Physics, Financial Engineering, Computer Science).
- Practical experience with pricing and risk management of credit and/or equity derivatives, ideally across multiple asset classes.
- Strong programming skills in Python for financial modelling and data analysis.
- Solid understanding of market risk concepts including VaR, stress testing, sensitivities, and exposure analysis.
- Ability to work independently on model design and testing, while collaborating effectively with cross-functional teams.
- Excellent communication skills and the ability to explain quantitative results to non-specialist audiences.
- Strong attention to detail and ability to manage multiple project streams.
- **Preferred Qualifications:**
- Experience with C++ or Rust for performance-critical quantitative modelling.
- Familiarity with private market liquidity risk, credit charges, and illiquid portfolio analytics.
- Exposure to interest rate and FX derivatives and related risk frameworks.
Benefits
- Competitive remuneration package (salary + bonus)
- Health care
- Retirement plans
- Financial support towards professional qualifications
Job title
Job type
Experience level
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Not specified
Degree requirement
Tech skills
Location requirements
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