Junior Quantitative Risk Analyst

About ActiveViam

ActiveViam is a global leader in Big Data analytics and Fintech, with offices in New York, London, Singapore, Hong Kong, Sydney, and Paris. The company provides advanced software development solutions and is looking to grow its team.

ActiveViam’s customers include some of the largest banks, hedge funds, and asset managers worldwide.

Its exclusive AI-powered technology, Atoti, addresses the challenges of risk management, real-time data analytics, and complex decision-making. ActiveViam’s commitment to service focuses on delivering solutions with quick and precise outcomes.

ActiveViam’s community edition software is used by data scientists across a range of verticals to build industrialized solutions using Python and Jupyter notebooks.

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 opportunity to contribute to the development and delivery of advanced risk analytics solutions for leading financial institutions, hedge funds, and investment banks.

The successful candidate will work at the intersection of quantitative finance, risk management, and technology, using deep product knowledge and quantitative expertise to support sophisticated risk methodologies and analytics across a broad range of financial instruments.

You will collaborate closely with clients, quants, risk managers, and engineering teams to design and implement innovative risk solutions using ActiveViam’s Atoti platform.

This role is ideally suited to candidates with experience in front-office quantitative roles who are passionate about derivatives, risk analytics, and financial technology.

Key Responsibilities

• Develop, enhance, and validate quantitative risk models and methodologies for a wide range of financial products.
• Support the 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.
• Translate quantitative and business requirements into scalable technology solutions.
• Work alongside engineering teams to design and optimise analytical calculations and risk workflows.
• Investigate risk exposures, hedging strategies, model limitations, and market behaviour under different scenarios.
• Provide subject matter expertise on derivatives pricing, risk sensitivities, valuation methodologies, and market risk measurement.
• Contribute to product innovation, thought leadership, and the evolution of Atoti Risk Services capabilities.
• Support client engagements, workshops, and technical discussions with quantitative and risk management teams.

What We Are Looking For

Essential Skills and Experience

Strong analytical ability, quantitative reasoning, and a passion for financial markets.

Product Knowledge

• Strong understanding of financial instruments ranging from vanilla products to highly structured and exotic derivatives.
• Front-office exposure to real-world hedging strategies, including practical understanding of their strengths and limitations.
• Ability to analyse risks across multiple asset classes, including equities, fixed income, foreign exchange, commodities, and credit products.

Financial Modelling

• Knowledge of derivative pricing methodologies and quantitative finance concepts.
• Familiarity with stochastic modelling, risk sensitivities, valuation frameworks, and quantitative risk measurement techniques.
• Demonstrated experience working on pricing models, valuation models, or quantitative analytics in a professional environment is highly desirable.

Programming Skills

• Strong software development skills using one or more of the following languages: C++, C#, Python, Java, or Matlab.
• Experience developing quantitative libraries, analytical tools, or risk management applications is advantageous.
• Understanding of software engineering best practices, testing, and code quality standards.

Preferred Background

• Previous experience as a Quantitative Analyst (Quant) at a top-tier hedge fund, vendor, investment bank, or comparable financial institution.
• Experience working within front-office, quantitative research, trading, structuring, or risk management functions.
• Strong understanding of financial markets, derivatives pricing, and risk management principles.

Education

• Master’s degree or PhD in a highly quantitative discipline such as Mathematics, Physics, Engineering, Economics, Financial Mathematics, or Quantitative Finance.

Equivalent practical experience will also be considered. Candidates who demonstrate exceptional aptitude, technical capability, and commercial understanding during the interview process may be considered regardless of formal academic qualifications.

Why Join ActiveViam?

• Be part of a newly created and strategically important Atoti Risk Services team.
• Work with cutting-edge technology used by some of the world’s leading financial institutions.
• Tackle complex quantitative and risk management challenges in a highly collaborative environment.
• Engage with industry-leading experts across finance, risk, and technology.
• Contribute directly to the future direction of next-generation risk analytics solutions.

What We Offer

• Competitive salary and benefits package.
• Opportunity to work in a fast-paced international environment with real breadth of exposure.
• A collaborative, high-performance team with a clear path for progression.
• Hybrid working arrangements (3 days in the office).