
at Winton
Hedge FundsPosted 10 days ago
1 click
**Quantitative Risk Analyst | London, UK**: Manage market risk using financial models and quantitative databases. Required skills: C++, Python, SQL, EViews, proprietary risk models. Ideal candidate has 3+ years' experience in quantitative risk or similar role. Employ statistical methods to forecast risk metrics and meet regulatory requirements.
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Full Job Description
Location: Quantitative Risk
Quantitative Risk
London, United Kingdom
Equal Opportunity Workplace
Our recruitment process
Our assessment and selection processes are aimed at you showcasing your abilities rather than passing arbitrary tests. They are designed according to the requirements of our teams to identify the skills and attributes we seek. A member of our recruitment team will work with you throughout the process, guiding you at each stage.
Application
Your application will be viewed by a member of our Human Capital team.
Video and onsite Interviews
We will invite you to our offices for interviews with individuals from inside and outside the team you will join.
Phone Interview
Your background and suitability for the role will be assessed by a member of our Human Capital team.
Offer
A member of our recruitment team will talk you through the offer details including compensation, benefits, role responsibilities and future career paths.
Assessment
You may be asked to complete a technical assessment and/or case study.





