Marex Group plc is seeking a Risk Quantitative Analyst to contribute to model risk management and validation across pricing and risk engines. You will validate models in C++, develop pricing and risk methodologies, and produce documentation using LaTeX.
Strong Python/C++ skills and advanced degrees are required, with exposure to multiple asset classes and Monte Carlo methods. The role offers exposure to pricing, risk measurement, stress testing, and model governance within a global commodities
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Quantitative Risk & Validation Analyst employer: Marex
Marex is an exceptional employer that fosters a collaborative and innovative work culture, where employees are empowered to take ownership of their roles and contribute to meaningful projects. Located in a dynamic environment, Marex offers competitive benefits, continuous professional development opportunities, and a commitment to compliance and operational excellence, making it an ideal place for those looking to grow their careers in the tech industry.
