We are currently seeking an experienced Model Validation Quant to join an investment banking team.
The ideal candidate will have a strong quantitative background, cross-asset derivatives experience and solid derivatives pricing knowledge , with the ability to independently assess and challenge complex pricing and XVA models.
Key requirements:
- Experience in quantitative model validation, model development or quantitative analytics.
- Strong understanding of XVA methodologies, including CVA, DVA and FVA.
- Cross-asset derivatives exposure across Rates, FX, Credit, Equity and/or Commodities.
- Knowledge of derivatives pricing models, calibration techniques and Monte Carlo simulation.
- Understanding of counterparty credit risk and exposure modelling.
- Strong programming skills in Python, C++ or similar languages.
Candidates from XVA, derivatives pricing or quantitative model validation backgrounds are encouraged to apply.
Preferred Qualifications:
- Experience with risk engines and financial libraries.
- Familiarity with regulatory reporting tools and processes.
- Knowledge of machine learning techniques applied to model validation.
- Exposure to cloud-based computation and big data analytics.
This will be a 6 months rolling contract.
Rate: £700 - £750/day (Inside IR35)
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Quantitative Analyst - Model Validation - CONTRACT - Bonhill Partners 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.
