×
Register Here to Apply for Jobs or Post Jobs. X

Junior Quantitative Risk Analyst

Job in Greater London, London, Greater London, W1B, England, UK
Listing for: ActiveViam
Full Time position
Listed on 2026-07-20
Job specializations:
  • Finance & Banking
    Data Scientist, FinTech, Risk Manager/Analyst
Salary/Wage Range or Industry Benchmark: 90000 - 140000 GBP Yearly GBP 90000.00 140000.00 YEAR
Job Description & How to Apply Below
Location: Greater London

About Active Viam

Active Viam, a global leader in Big Data analytics and Fintech, is a premier software development firm with offices in New York, London, Singapore, Hong Kong, Sydney, and Paris, and is looking to add to its growing staff.

Our customers are some of the largest banks, hedge funds and asset managers worldwide.

Our exclusive AI powered technology, Atoti, offers a unique answer to the challenges of risk management, real-time data analytics and complex decision-making, while our commitment to service ensures our solutions are delivered with the same outcome of quick and precise results.

Our community edition software is used by data scientists in a variety of other verticals building industrialized solutions in Python and Jupyter notebooks.

About the Role

Active Viam Ltd is seeking a highly motivated and intellectually curious Quantitative Risk Analyst to join our newly established Atoti Risk Services team. This is an exciting opportunity to contribute to the development and delivery of advanced risk analytics solutions for leading financial institutions, hedge funds, and investment banks.

The successful candidate will work at the intersection of quantitative finance, risk management, and technology, leveraging deep product knowledge and quantitative expertise to support sophisticated risk methodologies and analytics across a broad range of financial instruments.

You will collaborate closely with clients, quants, risk managers, and engineering teams to design and implement innovative risk solutions using Active Viam's market-leading Atoti platform.

This role is ideally suited to a candidate with experience in front-office quantitative roles who is passionate about derivatives, risk analytics, and financial technology.

Key Responsibilities
  • Develop, enhance, and validate quantitative risk models and methodologies for a wide range of financial products.
  • Support the implementation of risk analytics solutions within the Atoti platform for banking, asset management, and hedge fund clients.
  • Analyse and model complex derivatives and structured products across multiple asset classes.
  • Collaborate with clients to understand business requirements, risk frameworks, and regulatory expectations.
  • Translate quantitative and business requirements into scalable technology solutions.
  • Work alongside engineering teams to design and optimise analytical calculations and risk workflows.
  • Investigate risk exposures, hedging strategies, model limitations, and market behaviour under different scenarios.
  • Provide subject matter expertise on derivatives pricing, risk sensitivities, valuation methodologies, and market risk measurement.
  • Contribute to product innovation, thought leadership, and the evolution of Atoti Risk Services capabilities.
  • Support client engagements, workshops, and technical discussions with quantitative and risk management teams.
What We Are Looking For Essential Skills and Experience

We are looking for candidates who can demonstrate strong analytical ability, quantitative reasoning, and a passion for financial markets.

Product Knowledge
  • Strong understanding of financial instruments ranging from vanilla products to highly structured and exotic derivatives.
  • Front‑office exposure to real‑world hedging strategies and a practical understanding of their strengths and limitations.
  • Ability to analyse risks across multiple asset classes, including equities, fixed income, foreign exchange, commodities, and credit products.
Financial Modelling
  • Knowledge of derivative pricing methodologies and quantitative finance concepts.
  • Familiarity with stochastic modelling, risk sensitivities, valuation frameworks, and quantitative risk measurement techniques.
  • Demonstrated experience working on pricing models, valuation models, or quantitative analytics in a professional environment is highly desirable.
Programming Skills
  • Strong software development skills using one or more of the following languages:
    • C++
    • C#
    • Python
    • Java
    • Matlab
  • Experience developing quantitative libraries, analytical tools, or risk management applications is advantageous.
  • Understanding of software engineering best practices, testing, and code quality standards.
Preferred Background
  • Pre…
Note that applications are not being accepted from your jurisdiction for this job currently via this jobsite. Candidate preferences are the decision of the Employer or Recruiting Agent, and are controlled by them alone.
To Search, View & Apply for jobs on this site that accept applications from your location or country, tap here to make a Search:
 
 
 
Search for further Jobs Here:
(Try combinations for better Results! Or enter less keywords for broader Results)
Location
Increase/decrease your Search Radius (miles)
0
200
Filters
Education Level
Experience Level (years)
Posted in last:
Salary