Quanteam UK
Graduate Quant Analyst / Quant Developer – Junior Consultant
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Graduate Quant Analyst / Quant Developer – Junior Consultant
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.
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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.
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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.
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