Junior Quantitative Risk Analyst

About the Company

ActiveViam, 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

ActiveViam 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 ActiveViam'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.

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.

Qualifications

• Master's degree or PhD in a highly quantitative discipline such as:
• Mathematics
• Physics
• Engineering
• Economics
• Financial Mathematics
• Quantitative Finance
• Equivalent practical experience will also be considered. Candidates who demonstrate exceptional aptitude, technical capability, and commercial understanding during the interview process may be considered regardless of formal academic qualifications.

Required Skills

• Strong analytical ability, quantitative reasoning, and a passion for financial markets.
• 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.
• 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.
• 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 Skills

• Previous experience as a Quantitative Analyst (Quant) at a top-tier hedge fund, vendor, investment bank, or comparable financial institution.
• Experience working within front-office, quantitative research, trading, structuring, or risk management functions.
• Strong understanding of financial markets, derivatives pricing, and risk management principles.

Pay range and compensation package

Competitive salary and benefits package. Opportunity to work in a fast-paced international environment with real breadth of exposure. A collaborative, high-performance team with a clear path for progression. Hybrid working arrangements (3 days in the office).

Equal Opportunity Statement

ActiveViam is committed to diversity and inclusivity in the workplace.