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Location: LondonExperience, qualification, and soft skills, have you got everything required to succeed in this opportunity Find out below.About the Role: Quantitative Developer wanted to join a high-impact risk engineering team at a leading Quant Fund. This role focuses on building and optimizing computational frameworks that power portfolio construction, stress testing, and risk decomposition across multi-asset strategies. You will work closely with risk managers and investment teams to deliver actionable insights and production-ready analytics.Key Responsibilities:Build scalable simulations and what if scenario engines for portfolio risk analysisDevelop optimization tools for risk decomposition and portfolio rebalancingEnhance and maintain Python-based risk models and analytics librariesSupport full revaluation pricing models and risk calculations across asset classesPartner with risk and front-office teams to deliver production-grade solutionsHard Requirements:Strong programming skills in Python; experience with other languages is a plusProven experience with financial risk systems or portfolio optimization toolsDeep understanding of pricing, risk modelling, and front-office trade lifecycleAbility to build and deploy quantitative models in production environmentsBachelor's or Master's in Computer Science, Engineering, Mathematics, or a related field. PhD is a plus.Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.ContactIf you think you're a good match for the role and would like further info, please contact:Ali Wilsonali.wilson@oxfordknight.co.uk(+44) 07412908641linkedin.com/in/alexander-wilson-050Welcome to Oxford Knight!We are dedicated International recruiters. We assist leading technologists and finance professionals into high-end roles wo...Boost your careerFind thousands of job opportunities by signing up to eFinancialCareers today.#J-18808-Ljbffr