Graduate Quant Analyst / Quant Developer – Junior Consultant

Company: Quanteam UK
Apply for the Graduate Quant Analyst / Quant Developer – Junior Consultant
Location: London
Job Description:

Overview

We are seeking a Graduate Quant Analyst / Quant Developer to join a high-performing quantitative team. This is an excellent opportunity for candidates with a strong academic background in quantitative disciplines and hands‑on experience in Python and/or C++ to work on quantitative modelling, analytics, and software development within a financial markets environment.

Key Responsibilities

  • Develop and maintain quantitative analytics, models, and tooling using Python and/or C++.
  • Support the design, implementation, and testing of pricing, risk, and data analytics solutions.
  • Work closely with quantitative researchers, developers, and business stakeholders to deliver robust solutions.
  • Analyse large financial datasets and build scalable data-processing pipelines.
  • Contribute to model validation, performance testing, and optimisation initiatives.
  • Produce clear technical documentation and communicate findings to both technical and non-technical audiences.

Required Skills & Experience

  • MSc or PhD in a highly quantitative discipline such as Quantitative Finance / Financial Engineering / Mathematics / Statistics / Physics / Computer Science / Applied Mathematics
  • Strong Python and/or C++ programming skills gained through academic research, internships, projects, or commercial experience.
  • Strong understanding of statistics, probability, linear algebra, and numerical methods.
  • Experience working with large datasets and quantitative analysis.
  • Familiarity with software engineering best practices, including version control (Git) and testing.
  • Excellent analytical and problem-solving skills.
  • Strong communication skills and ability to work within a collaborative team environment.

Desirable

  • Knowledge of derivatives, pricing models, risk analytics, or financial markets.
  • Experience with libraries such as NumPy, Pandas, SciPy, or Boost.
  • Exposure to machine learning, optimisation techniques, or stochastic modelling.
  • Prior internship or research experience within quantitative finance, banking, asset management, or trading environments.

Ideal Candidate

  • Recent MSc/PhD graduate or candidate with up to 2 years of experience.
  • Strong academic record from a leading university.
  • Demonstrable passion for quantitative finance, modelling, and software development.
  • Comfortable working in a fast-paced, highly analytical environment.

#J-18808-Ljbffr…

Posted: July 13th, 2026