Role Overview: We are looking for a skilled Model Validation Quant with strong expertise in Python to join our team. The successful candidate will validate financial models, enhance validation frameworks, and ensure regulatory compliance. This role offers the opportunity to work on cutting-edge risk and pricing models within a collaborative and dynamic environment. Key Responsibilities: Model Validation: Validate and benchmark models for risk, pricing, and valuation. Programming & Analysis: Use Python to develop validation tools, analyze model performance, and automate testing processes. Compliance: Ensure models align with internal standards and regulatory requirements. Reporting: Produce clear and comprehensive validation reports for stakeholders. Collaboration: Partner with quantitative, risk, and technology teams to address model-related issues and improvements. Key Skills and Experience: Technical Expertise: Advanced proficiency in Python for quantitative analysis and model validation. Experience with statistical and numerical methods. Quantitative Knowledge: Understanding of financial models, risk metrics, or derivatives pricing. Familiarity with regulatory frameworks is a plus (e.g., FRTB, Basel standards). Education: Master’s or PhD in a quantitative field (Mathematics, Financial Engineering, Physics, etc.). WHO WE ARE Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation. As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets institutions in London.
Contact Detail:
Quanteam Recruiting Team