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As a Quantitative Solutions Manager, you will lead and deliver complex valuation and advisory engagements across a wide range of financial instruments, including derivatives and cash products across all asset classes. Your work will span both contentious and non-contentious matters, incorporating risk-focused projects such as default risk modelling and Expected Credit Loss (ECL) calculations. You will design and enhance advanced valuation models for complex and illiquid financial instruments, including structured products where market data is limited. In addition, you will contribute to broader quantitative and statistical advisory initiatives. In this role, you will manage multiple client projects, ensuring high-quality and timely delivery, while supporting Directors and Partners on engagements. You will also play an active role in business development and client relationship growth. This position offers strong professional development through hands-on experience, senior mentorship, and support toward industry qualifications such as CFA, FRM, or CQF.
Job Responsibility
Lead and deliver complex valuation and advisory engagements across a wide range of financial instruments, including derivatives and cash products across all asset classes
Design and enhance advanced valuation models for complex and illiquid financial instruments, including structured products where market data is limited
Contribute to broader quantitative and statistical advisory initiatives
Manage multiple client projects, ensuring high-quality and timely delivery
Support Directors and Partners on engagements
Play an active role in business development and client relationship growth
Requirements
Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas
Significant credit risk experience gained ideally from a major financial institution, another professional services firm, or a credit ratings agency
An interest in applying tools from finance, mathematics, and data science to provide pragmatic and robust solutions to real-world problems
Strong knowledge of mathematics and statistics as applied to finance and credit risk
Hands on experience in credit risk modelling or the valuation of financial products
A master's degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university
Desirable previous credit risk modelling experience or the building and / or validating credit risk models obtained from within a bank or a credit ratings agency
Some programming skills in a high-level language (e.g., Python, R, MATLAB, Excel VBA) and/or experience with econometric software packages (e.g., STATA, SAS)
Nice to have
Valuation experience
Previous credit risk modelling experience or the building and / or validating credit risk models obtained from within a bank or a credit ratings agency
What we offer
Senior mentorship
Support toward industry qualifications such as CFA, FRM, or CQF