Quantitative Risk & Flow Researcher
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About Us
Finalto is a global leader in liquidity provision and trading technology solutions, serving institutional and B2B clients across financial markets worldwide. With regulated entities in the UK, Singapore, Cyprus, Australia, and the UAE, and additional operational teams in Denmark and Bulgaria, we combine international reach with local expertise.
Our business spans multi-asset liquidity, risk management, and cutting-edge trading platforms, supporting clients in achieving more efficient and sustainable growth. At the core of our success is our commitment to innovation, operational excellence, and robust governance.
As part of a global financial services group, Finalto combines the scale and stability of an established organisation with the agility of a fintech innovator. We are driven by collaboration, integrity, and performance.
Joining Finalto means becoming part of a diverse and dynamic team where your contributions have real impact. We invest in our people, oƯering opportunities for professional growth, international exposure, and the chance to shape the future of trading technology and liquidity solutions.
Role Description
We are seeking a Quantitative Risk & Flow Researcher to join the UK Risk team in London. The role focuses on applying quantitative analysis and statistical modelling to understand client trading behaviour, identify structural patterns in trading activity and support the firm’s risk-taking activities across the UK and Europe business area.
Working closely with risk, trading and technology teams, the successful candidate will analyse large trading datasets to identify alpha within client flow, optimise risk allocation and improve risk-adjusted returns across trading activity.
Responsibilities
- Analyse client trading behaviour and market risk exposure using large trading datasets.
Requirements
- 3–6+ years of experience in quantitative risk, trading analytics or quant research.
- Experience in FX, CFDs, derivatives or electronic trading environments preferred.
- Strong programming skills in Python and experience analysing large datasets.
- Understanding of client flow risk, market microstructure and trading behaviour analysis.
- Experience analysing options risk and Greeks exposure (Delta, Gamma, Vega, etc.) is a plus.
- Experience analysing toxic flow, adverse selection or latency-sensitive trading strategies is advantageous.
- Strong analytical skills and ability to communicate insights across risk, trading and technology teams.