My client is seeking a PhD graduate (Physics preferred) to join their risk advisory team on a consultancy basis. The successful candidate must have a strong knowladge of Fixed Income, programming language (either/or) - C#, C++ Python and be able to work in fast paced environment as this role sits within their Front Office.Support and further develop quantitative models within the existing framework Assist in preparing internal and client presentations in PowerPoint Gain full comprehension of main corporate products, including Derivatives: Interest Rate, Foreign Exchange, Credit, Commodity, Inflation and Equity as well as Financing: Debt Capital Markets, Hybrids and Convertibles products Work on ad-hoc research projects as required Technical skills Candidate has recently completed a PhD in Physics, Mathematics, Engineering or Quantitative Finance Extremely strong mathematical and analytical skills are required, as evidenced by past academic performance Programming experience an absolute requirement (C# or C++ preferred) Foreign languages an advantage Personal skills Strong interest in a career in quantitative finance and corporate risk management Good communication and interpersonal skills Flexibility and ability to participate in a small team where priorities change regularly Drive, focus and enthusiasm for the role Please get in touch for more information or via email.