We are seeking a Quantitative Risk Analyst to join our risk management team. You will have a keen interest in systematically quantifying risk and explaining market dynamics, taking ideas from specification through to implementation in our existing Python-based risk reporting systems. These risk models and analytics will be applied to our many investment strategies, operating on a global basis. You will be utilising large and complex data sets, while working in a collaborative, open and friendly team, and receive excellent compensation and benefits.

We want to hear from you if you are practical, ambitious, dynamic and thrive from a challenge.

Responsibilities

• Understand and enhance existing risk models, scenario testing methodologies, and related analytics over a range of asset classes
• Work closely with the research and investment team, quantifying market risks and suggesting mitigation strategies
• Automate bespoke reports and visualisations
• Manage daily risk control processes and conduct quantitative data investigations

Requirements

• Degree in a relevant quantitative field such as Mathematics, Engineering and Physics.
• Familiarity with financial instruments and their risk metrics
• Excellent skills at Python and associated scientific and visualisation libraries

Beneficial experience

• Experience working in finance or with financial data
• Familiarity with C++, Linux

Who are we?

We are a technology driven company of smart people who like to solve tough problems using a modern software stack. We are passionate about writing good code, collaborative and eager to keep up with developments in our fields. Our small team provides plenty of scope to learn new skills and presents a variety of challenges to keep work interesting. We are based in the centre of Oxford and have an informal work environment with plenty of opportunity for professional development and team-building social activities.