WhatJobs Direct
Job Description
Our client, an established leader in the Banking and Finance sector, is searching for an expert Senior Quantitative Analyst to become a vital part of their forward-thinking department. This position is central to the creation and deployment of high-level mathematical frameworks and computational instruments that optimize trading tactics, risk oversight, and asset valuation. Functioning in a 100% virtual environment, you will coordinate with international colleagues, utilizing your proficiency in machine learning, statistical modeling, and coding to pioneer new ideas and produce high-value intelligence. The successful applicant will demonstrate elite academic credentials, significant professional history in financial mathematics, and a talent for converting multifaceted datasets into profitable market strategies.
Key Responsibilities:
-
Architect, verify, and deploy quantitative frameworks for valuation, risk mitigation, and trading execution across multiple sectors, including derivatives, fixed income, and equities.
-
Apply sophisticated machine learning, statistical theory, and econometrics to investigate extensive data pools.
-
Design and maintain resilient analytical structures and data transmission channels.
-
Execute thorough scenario modeling and historical backtesting to evaluate model integrity and pinpoint emerging risks.
-
Partner with risk managers, portfolio directors, and traders to translate their quantitative requirements into data-centric applications.
-
Present intricate mathematical theories and research findings effectively to both specialized and non-specialized audiences.
-
Keep pace with the latest academic research, financial market shifts, and technological breakthroughs.
-
Aid in the advancement of the organization’s quantitative systems and infrastructure.
-
Guarantee adherence to internal governance and global regulatory standards.
-
Guide and develop junior staff while contributing to the collective intelligence of the team.
Qualifications and Experience:
-
PhD or Master’s in a quantitative area like Physics, Financial Engineering, Computer Science, Statistics, or Economics.
-
At least five years of professional quantitative analysis experience within financial services.
-
High-level mastery of coding languages like C++, R, or Python (specifically utilizing libraries like Scikit-learn, SciPy, Pandas, and NumPy).
-
Comprehensive grasp of trading tactics, financial derivatives, and global markets.
-
Expertise in time series evaluation, statistical modeling, and machine learning methodologies.
-
Practical experience in database architecture and data manipulation using SQL.
-
Superior problem-solving, analytical, and logical reasoning capabilities.
-
Potent presentation and verbal skills for explaining complex concepts.
-
Demonstrated ability to manage projects and work autonomously in a virtual setting.
-
Knowledge of regulatory reporting and risk management protocols is an advantage.
Job Data Table
| Category | Details |
| Company Name | Prominent Banking & Finance Firm (via WhatJobs Direct) |
| Location | Leicester, United Kingdom (Fully Remote) |
| Locality | Leicestershire |
| Country | United Kingdom |
| City | Leicester |
| Region | East Midlands |
| Job Type | Full-time |
| Salaries | £110,000 – £165,000 (Estimated Total Comp) |
| Experience Level | Senior (5+ Years) |
| Travel | None (Remote) |
| Language | English |
| Benefits | Remote flexibility, career support, innovation-driven culture |
Skills & Competency Table
| Key Skill | Level |
| Python (NumPy/Pandas/Scikit-learn) | Expert |
| Mathematical & Statistical Modeling | Expert |
| Derivatives Pricing & Risk | Expert |
| Machine Learning & Econometrics | Advanced |
| C++ or R Programming | Advanced |
| SQL & Data Manipulation | Advanced |
Salaries Pay Calculator Table
| Annual Salary (Base) | Bonus (Est. 20–50%) | Total Compensation | Notes |
| £90,000 | £20,000 | £110,000 | Baseline for Senior Quant in regional UK firms. |
| £115,000 | £35,000 | £150,000 | Median for experienced remote banking quants. |
| £135,000 | £60,000+ | £195,000+ | High-end for specialists in niche derivatives. |
Job Summary
This senior-level remote role involves developing sophisticated mathematical models for pricing, trading, and risk management across various asset classes. Using Python, C++, and machine learning, you will translate complex data into actionable trading strategies. Requires a PhD/Master’s and 5+ years of experience in quantitative finance to lead innovation globally.
5 FAQs
-
Is the role really 100% remote? Yes, the position is described as operating in a fully remote capacity within the UK.
-
What academic background is required? You must have a Master’s or PhD in a quantitative field like Math, Physics, or CS.
-
Which programming languages are used? Proficiency in Python is key, but C++ and R are also highly valued for development.
-
What is the minimum experience required? The role requires at least 5 years of quantitative analysis experience in financial services.
-
Does the role involve management? Yes, responsibilities include mentoring junior quantitative analysts and sharing knowledge with the team.
Expert Analysis
In 2026, Quantitative Infrastructure is shifting towards Cloud-native modeling and real-time Risk Sensitivities . This role is pivotal because it combines traditional derivatives pricing with modern ML techniques. For a remote senior analyst, the challenge lies in maintaining high-performance data pipelines while collaborating effectively across global time zones.
Location & Logistics Guide
Leicester is a diverse city in the East Midlands with a growing digital economy. While the role is remote, Leicester offers excellent rail links to London (approx. 1 hour). The city provides a lower cost of living compared to the capital, making a “London-weighting” remote salary exceptionally valuable here. Wikipedia URL:https://en.wikipedia.org/wiki/Leicester
Career Path
A Senior Quantitative Analyst typically progresses to Lead Quant Strategist, Head of Model Validation, or Managing Director of Quantitative Research. With the expertise gained in ML and multi-asset pricing, one could also move into Systematic Portfolio Management or launch a specialist Quant Hedge Fund.
To apply for this job please visit uk.whatjobs.com.