Cross Asset Model Validation Quant – Contract 1YQuant Capital is urgently looking for a Model Validation Quant to join our high profile client.Our client is a well known tier 1 bank based in the city.The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes.Our Tier 1 Investment Banking client is currently seeking a Quantitative Analyst to join their Model Validation team, validating models across all asset classes for pricing and risk.Day to Day the Quantitative Analyst will:Review and analyse models using deep understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks that are inherent from trading these products.Development of independent validation models on mostly linear credit trading products and Interest Rate DerivativesLiaise with Front and Middle Office representativesThe role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes.
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Additional responsibilities will include active engagement with and oversight responsibility for the due diligence aspects of the New Product Approval Process and model governance.Model Validation Quants Must HavePhD or MSc qualification in numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics.4 Years experience in a Model Validation or Front Office Quant role or other relevant quantitative finance role.Interest Rate experience (may not be derivs)Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.Experience in coding in C++ or R potentially CPrevious experience of regulatory interaction and familiarity with the broader industry and regulatory environment a distinct advantage.This team is a business driven by technology and trading, all of their models and investment decisions are computer based most of them trading automatically. xsabvtc
If you are looking into a further career in finance this is the ideal opportunity.My client is based in LondonQuant, Quantitative, IRD, Interest Rates, Rates, Derivatives, Model Validation, Market Risk
Cross Asset Model Validation Quant – Contract 1Y in Whitehall employer: Quant Capital
At Quant Capital, we pride ourselves on being an exceptional employer, offering a dynamic and innovative work environment that mirrors the culture of leading tech giants like Facebook and Google. Our London office fosters a collaborative atmosphere where employees are encouraged to think critically and make impactful decisions, while also providing ample opportunities for professional growth and mastery of cutting-edge technology in the trading operations space. With a focus on employee well-being and a commitment to excellence, we ensure that our team members are equipped with the tools and support they need to thrive in their roles.
