WhatJobs Direct
Job Description
Role Overview
Our client, a distinguished international investment bank, is recruiting a seasoned Senior Quantitative Analyst to join their elite, remote-first quantitative strategies division. This position is essential for the creation and deployment of high-level mathematical frameworks and computational algorithms focused on trading execution, risk mitigation, and the enhancement of portfolio returns. You will utilize your deep command of global financial markets, statistical theory, and software engineering to spearhead quantitative breakthroughs and strategic solutions.
As a senior member of the team, you will bridge the gap between complex theoretical research and production-grade financial systems. This role offers the unique chance to work on large-scale datasets and high-impact models from a fully flexible workspace. You will be responsible for the integrity and efficiency of the models that drive the firm’s competitive edge in a rapidly evolving digital finance landscape.
Responsibilities
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Strategy Lifecycle: Architect, backtest, and launch advanced quantitative trading frameworks and financial models.
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Derivative Analytics: Engineer and refine sophisticated pricing engines and risk management protocols for high-complexity financial derivatives.
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Data Mining: Execute intense statistical audits of live market data to pinpoint alpha opportunities and manage exposure risks.
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Cross-Functional Partnership: Work in tandem with traders, portfolio managers, and fellow quants to optimize and implement live trading strategies.
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Systems Engineering: Construct and maintain robust, high-performance trading platforms and quantitative analytical toolsets.
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Quality Assurance: Guarantee the precision, durability, and computational efficiency of all developed source code and models.
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Horizon Scanning: Remain at the forefront of global research in machine learning, computational finance, and quantitative theory.
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Strategic Communication: Articulate intricate quantitative results and logic clearly to both high-level technical groups and non-technical management.
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Innovation & Research: Enhance the firm’s intellectual property through original research and the development of inventive financial solutions.
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Regulatory Oversight: Adhere strictly to international regulatory mandates and internal risk governance standards.
Qualifications
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Academic Background: A Master’s or Ph.D. in a highly quantitative discipline, such as Mathematics, Financial Engineering, Physics, Computer Science, or Economics.
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Industry Tenure: Minimum of 5 years of professional experience in quantitative finance, specifically within an investment bank or hedge fund environment.
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Proven Track Record: Tangible experience in the end-to-end development of quantitative risk models or trading strategies.
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Programming Mastery: Expert-level coding skills in Python, C++, or R, including proficiency with scientific computing and numerical libraries.
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Financial Expertise: Comprehensive knowledge of financial markets, the mechanics of derivative pricing, and modern risk management methodologies.
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Analytical Skills: Mastery of time-series analysis, statistical modeling, and the application of machine learning algorithms.
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Interpersonal Skills: Exceptional communication abilities with the capacity to manage complex projects independently in a remote setting.
Job Data Table
| Category | Details |
| Company Name | Global Investment Bank (via WhatJobs Direct) |
| Location | Newcastle upon Tyne, United Kingdom (Remote) |
| Locality | UK-wide Remote |
| Country | United Kingdom |
| City | Newcastle upon Tyne (Operational Base) |
| Region | North East England |
| Job Type | Full-time |
| Salaries | £110,000 – £150,000 (Estimated Base) |
| Experience Level | Senior (5+ Years) |
| Travel | None |
| Language | English |
| Benefits | 100% remote flexibility, cutting-edge tech resources, global collaboration |
Skills & Competency Table
| Key Skill | Level |
| Python / C++ / R | Expert |
| Derivative Pricing | Expert |
| Machine Learning Algorithms | Advanced |
| Time Series & Statistical Modeling | Expert |
| High-Performance Trading Systems | Advanced |
| Risk Management Frameworks | Expert |
Salaries Pay Calculator Table
| Annual Salary | Bonus (Est. 30-60%) | Total Compensation | Notes |
| £110,000 | £33,000 | £143,000 | Standard base for Senior Quant with 5+ years. |
| £130,000 | £65,000 | £195,000 | Median total comp for VP-level investment banking quants. |
| £150,000+ | £90,000+ | £240,000+ | Upper-tier for specialists in niche derivatives or HFT. |
Job Summary
This 100% remote UK-based role for a global investment bank involves developing trading strategies, derivative pricing models, and risk management systems. You will utilize Python, C++, or R to analyze market data and build high-performance tools. Requires a Ph.D./Master’s and 5+ years of experience in high-level quantitative finance.
5 FAQs
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Is the role truly 100% remote? Yes, it is a fully remote position available to candidates anywhere within the UK.
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What academic degree is required? You must have at least a Master’s, though a Ph.D. in a quantitative field is highly preferred.
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Which programming languages are used most? The team primarily utilizes Python, C++, and R for modeling and implementation.
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Does this role involve managing people? While focused on technical leadership, you will collaborate extensively with global teams of quants and traders.
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Where are the core operations based? The bank’s core UK financial operations for this team are based in Newcastle upon Tyne.
Expert Analysis
In 2026, Agentic AI and Quantum-Ready modeling are transforming bank strategy. This role is unique because it combines “Newcastle-base” stability with “Global Bank” compensation. Success here requires moving beyond simple backtesting into Real-Time Model Governance, especially as UK regulators increase scrutiny on autonomous trading systems and machine learning transparency.
Location & Logistics Guide
Although the role is remote, the operational heart is in Newcastle upon Tyne. Newcastle is a growing UK tech hub with a lower cost of living than London, making a “London-weighted” remote salary highly lucrative here. The city offers excellent digital infrastructure and a burgeoning community of fintech professionals.
Wikipedia URL: https://en.wikipedia.org/wiki/Newcastle_upon_Tyne
Career Path
A Senior Quantitative Analyst typically advances to Quantitative Strategy Lead, Head of Model Validation, or Managing Director of Quant Research. With the current shift toward AI-driven finance, this role also provides a gateway into Chief Data Officer or Systematic Trading Head positions within global financial institutions.
To apply for this job please visit uk.whatjobs.com.