Holmwood Analysis & Reporting Job Listings

Quantitative Research Associate63393303704707120

Workable

Quantitative Research Associate

We are looking for an Associate Quantitative Analyst to join our Quantitative Research team. This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios. As part of a growing quantitative team—alongside Quant Development, Quant Strategies, and Risk Advisory—you will play a key role in shaping the firm’s expanding capabilities in credit and equity derivatives, building on our established expertise in interest rate and FX risk. Key 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 5 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 Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers, and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology. Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), health care, retirement plans, and financial support towards professional qualifications. Our core company values are; Accountability – Getting it done and owning the result. Teamwork – We succeed by helping others succeed. Integrity – We serve our clients; the responsibility is sacrosanct. Diversity – Diversity boosts creativity – creativity is our edge. Kaizen – Strive to do things better. Innovation kills complacency. Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.

London, UK

Quantitative Strategist (PhD)63500065158529121

Workable

Quantitative Strategist (PhD)

Please note, we are not actively hiring for this role. Please apply if you are interested in future opportunities within our quantitative strategy group. Capula is looking to hire Quantitative Strategists in our London office. Successful candidates will have recently completed their PhD, be highly quantitative and have a clear interest in finance. This is an exciting opportunity to be part of the team of a world-renowned and dynamic global quantitative hedge fund. Responsibilities: Working closely with researchers and traders on defined project(s) leading directly to trading decisions Backtest trading models and strategies Receive and participate wholly in training in financial modelling, analysis, research methods and trading strategies, in particular financial flows analysis. Apply knowledge of finance theory to improve existing quantitative decision making models and tools Requirements What we look for: Have graduated, or are graduating shortly, with a PhD in a highly quantitative discipline (e.g. Physics, Mathematics, Statistics, Engineering or another quantitative field) A keen interest in finance Excellent quantitative and analytical skills accompanied by critical thinking and intellectual curiosity Experience with programming (e.g. Python/C++) A consistently strong academic record An interest in working in a highly dynamic environment Benefits Capula provides a competitive salary, visa sponsorship, relocation assistance and a competitive benefits package that includes free breakfast and lunch.

London, UK

BA with Consumer Credit Reporting Data63393286815875122

Workable

BA with Consumer Credit Reporting Data

BA with Consumer Credit Reporting Data Location- London Rate- Open (Inside IR35) Contract- 6 months extendable Note: CV should have clear mention of Consumer credit reporting in their projects Please note few of the Key points to source Profiles : • Client is looking for a Analyst who will work closely with Commercials, Sales and Mktg team NW , Understand the MKt data the business requires , handle Contract Mgmt , has good Banking Knowledge , and who can Manage Contracts for Credit recovery , Credit Reference Agencies • Debt Awareness of the Customer • Dealing with Vendors – Commercial Perspective, commercially Negotiate • BA with Commercial Awareness on the Delivery • Candidate with good insights into Consumer credit reporting data , manage data licensing and Lead contract negotiations. Requirements Job Summary: A Consumer credit reporting data Business Analyst to manage a critical project for one of our biggest clients in banking domain. The Individual should be passionate about technology, experienced in developing and managing cutting edge technology applications. Years of experience needed: 7-10 years. Technical Skills: • Lead contract negotiations in partnership with key stakeholders ensuring the most appropriate Consumer credit reporting data products are delivered to the group at the best possible price • Manage contract related risks and issues, supplier audits, and cost transparency to demonstrate contractual compliance to protect the business • Provide analysis on and insights into Consumer credit reporting data costs to allow business managers and finance business partners to set and track Consumer credit reporting data budgets and realize cost savings • Work with business franchises and functions to accurately define precise business requirements; providing an ongoing subject matter expert point of contact for Credit Reference Agencies • In this role, you’ll be supporting the delivery and management of Consumer credit reporting data services to our group, while helping to provide Consumer credit reporting data optimization initiatives • Day-to-day, you’ll support internal technology applications and desktop products to make sure they’re compliant with third-party data policies to mitigate and manage issues and risks • Your daily responsibilities will see you maximizing the value of supplier relationships and driving cost efficiencies in collaboration with key stakeholders. To do this, you’ll interact with differing levels of management across a variety of franchises and functions. • We’ll need you to manage data licensing to make sure all our franchises and functions remain compliant, whilst maximizing cost reduction opportunities from the evaluation of alternate providers. You’ll also deliver financial reporting, data analysis and Credit Reference Agency service recommendations. • The ability to translate Consumer credit reporting data commercial policies and intellectual property user provisions from vendors into clear terms related to data use rights • Analytical, communication and presentation skills • Organizational and decision-making skills and an understanding of how to work independently • Knowledge of how to handle multiple projects and initiatives at the same time and to work well under pressure • Anyone who has worked with Equifax, Experian or TransUnion would be a good fit.

London, UK