An independent advisory firm in London is seeking a Junior Quantitative Analyst to join their Quantitative Research team. This role involves designing and documenting risk models for credit and equity derivatives, integrating models into a Python-based platform, and contributing to model calibration and validation. The ideal candidate will hold a Master's degree in a quantitative field, have solid programming skills in Python, and possess a strong understanding of market risk concepts. Benefits include a competitive package and support for professional qualifications. #J-18808-Ljbffr