£ £120,000 - £200,000 GBP

Onsite WORKING

Location: London, Central London, Greater London - United Kingdom Type: Permanent

A leading global financial institution is seeking a Vice President-level Quantitative Analyst to join its Capital Analytics team within a front-office-aligned quant group. This team plays a critical role in the development of cross-asset quantitative models and tools that underpin the firm’s capital calculations and regulatory frameworks, including SACCR and Resolution requirements.

This is a high-impact, hands-on quant role offering close collaboration with trading desks, structurers, and risk and control teams. You’ll be joining a technically strong and commercially aware group operating across asset classes in a fast-paced, front-office environment.

Key Responsibilities: *Design, implement, and support cross-asset quantitative analytics related to capital requirements and regulatory frameworks.
*Develop pricing and risk models using advanced mathematical methods including Monte Carlo simulations, stochastic processes, and numerical techniques (e.g., PDE solvers).
*Code production-quality models and tools in Python; familiarity with C++ is a plus.
*Partner directly with traders, structurers, and control functions to ensure robust analytics and appropriate governance.
*Deliver scalable solutions with impact across multiple asset classes and regulatory domains.
*Maintain high standards of model validation, documentation, and control in line with internal and external requirements.
What We’re Looking For: *6-7 years of quant experience in a front-office or risk capacity at a leading bank or financial institution.
*Strong familiarity with capital regulation (e.g., SACCR, Resolution planning).
*Solid programming expertise - Python is essential; C++ experience is highly desirable.
*Deep understanding of financial products across asset classes.
*Excellent problem-solving skills and a strong quantitative background.
*Effective communicator, able to work across teams and explain complex models clearly.
*MSc or PhD in a technical field such as mathematics, physics, quantitative finance, engineering, or computer science.
*Candidates from model validation backgrounds may be considered only with exceptional academic qualifications and demonstrated modeling ability.
Why Apply: *Join a front-office aligned quant team solving real-world capital and risk problems.
*Gain broad product and desk exposure in a cross-asset environment.
*Work in a collaborative, technically excellent team with a high degree of ownership and impact.
*Be part of an organisation with strong focus on innovation, governance, and responsible finance.
Applications are being reviewed on a rolling basis, with an immediate start preferred.

If you’re a quant with strong front-office or risk credentials and want to work on impactful, regulatory-driven modeling challenges, we encourage you to apply now.