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Quantitative Analyst

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Quant Analyst
Hybrid working - London
Base pay - £100-115k + Strong Buy Side Bonus
Join a leading global buy-side organisation and become part of a highly regarded Quantitative Risk team operating at the heart of investment decision-making.
This is an opportunity to work on complex, business-critical risk models across multiple asset classes, combining model validation, quantitative research, and hands-on development. You will gain exposure to senior stakeholders while helping shape the tools and methodologies used to manage risk across a global investment platform.
Reasons to use Rodeo
I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?
Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.
Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.
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Graduate Consultant — 2026 Scheme
Why you're a good match
StrongYour economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.
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Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Why you're a good match
You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.
Experience fit
Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
The position offers strong visibility across the business, with the opportunity to present technical findings and recommendations to senior stakeholders. You will also contribute to model governance, support business-critical risk tools, and explore how AI and machine learning can be applied within quantitative risk.


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Requirements
- Master’s degree in a quantitative discipline, although a PhD would be preferred.
- Experience in quantitative modelling, model validation, or financial risk.
- Strong Python and/or R programming skills.
- Exposure to AI or machine-learning models.
- Ability to communicate complex concepts clearly.
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
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