Junior Quantitative Risk Analyst

About the role

ActiveViam Ltd is seeking a highly motivated and intellectually curious Quantitative Risk Analyst to join its newly established Atoti Risk Services team. This is an exciting opportunity to contribute to the development and delivery of advanced risk analytics solutions for leading financial institutions, hedge funds, and investment banks.

Key responsibilities

• Develop, enhance, and validate quantitative risk models and methodologies for a wide range of financial products.
• Support implementation of risk analytics solutions within the Atoti platform for banking, asset management, and hedge fund clients.
• Analyse and model complex derivatives and structured products across multiple asset classes.
• Collaborate with clients to understand business requirements, risk frameworks, and regulatory expectations.
• Work alongside engineering teams to design and optimise analytical calculations and risk workflows.

Required profile

• Strong analytical ability, quantitative reasoning and passion for financial markets.
• Deep product knowledge of vanilla to exotic derivatives and front‑office hedging strategies.
• Experience with stochastic modelling, risk sensitivities and valuation frameworks.
• Master’s degree or PhD in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Economics, Financial Mathematics, Quantitative Finance) or equivalent practical experience.

Required skills

• C++
• C#
• Python
• Java
• Matlab

What we offer

• Competitive salary and benefits package.
• Hybrid working arrangement (3 days in the office).
• Opportunity to work with cutting‑edge technology in a fast‑paced international environment.
• Collaborative high‑performance team with clear progression path.