Senior Analyst, Research (Maternity Cover)

In this role, you will leverage your deep quantitative expertise to advise clients on derivatives modelling, risk and valuation methodologies, contributing directly to their strategic decision-making and business growth. Design and develop quantitative models and analytics tools (e.g. derivatives pricing, market data methodologies, XVA, capital models, market and counterparty credit risk modelling) Provide thought leadership in quantitative methodologies, pricing techniques, risk and valuation frameworks and industry best practices Lead project teams, mentor and supervise junior team members, ensure high-quality deliveries and adhere to model governance upmost standards Support content generation and business development initiatives, including identifying new opportunities and developing proposals Post-graduate degree in mathematical finance, science or maths from a top tier university Minimum of 8-12 years of relevant experience in quantitative modelling and derivatives pricing across Front Office, Model validation or Risk functions within financial services Solid background in stochastic calculus and data science including AI/ML techniques Experience with flow and exotic products in one or more asset classes Strong programming skills (e.g. C++, Rust, Python) and familiarity with software development processes and tooling Trading/Structuring/Technology/Risk/Finance) Benefits & Inclusion Competitive salary and performance bonus ~ Private medical insurance, including mental health support ~ Pension ~25 days annual leave ~ Cycle to work, Perks at work, Home and tech ~ Training and development opportunities Diversity drives innovation and strengthens our ability to deliver exceptional results.