eFinancialCareers is seeking an experienced Model Validation Quant to join our investment banking team in London. The role requires a strong quantitative background, cross-asset derivatives experience and solid derivatives pricing knowledge, with the ability to independently challenge complex pricing and XVA models.
Rate: £700-£750 per day inside IR35 on a 6-month rolling contract. Strong programming in Python or C++ is needed; candidates with XVA, derivatives pricing or model validation
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Model Validation Quant — Cross-Asset Derivatives Expert in London employer: eFinancialCareers
As a leading global asset manager based in London, we pride ourselves on fostering a dynamic and inclusive work culture that values innovation and collaboration. Our employees benefit from comprehensive professional development opportunities, competitive compensation packages, and the chance to work with cutting-edge AI tools that enhance their skills and productivity. Join us to be part of a team that not only drives success but also prioritises employee well-being and growth in a vibrant city.
