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- Tasks: Develop and validate pricing models for exotic derivatives while collaborating with traders and quants.
- Company: Quanteam is a leading consulting firm in Capital Markets with a global presence.
- Benefits: Enjoy hybrid working, long-term engagement, and the chance to work with top-tier clients.
- Why this job: Join a dynamic team, enhance your skills, and make an impact in the finance industry.
- Qualifications: MSc/PhD in Mathematics or related field; strong experience in exotic derivative pricing models required.
- Other info: Opportunity to work in a collaborative environment with advanced numerical techniques.
The predicted salary is between 43200 - 72000 £ per year.
Role: Quantitative Analyst – Exotic Derivative Model Validation
Location: London – Hybrid working
Full Time Contract – Long Term Engagement via Quanteam UK
Start Date: ASAP
Key Responsibilities:
- Develop and validate pricing and risk models for exotic derivatives across asset classes (e.g. equity, FX, rates, credit).
- Perform model performance testing, documentation, and challenge front-office models as part of the model risk team.
- Collaborate with traders, quants, and risk teams to ensure model robustness.
- Use advanced numerical techniques (e.g., PDEs, Monte Carlo, Finite Difference) for pricing complex instruments.
Required Skills:
- Strong experience in building or validating exotic derivative pricing models.
- Familiarity with models such as Heston, SABR, Hull-White, Local Volatility, LMM, etc.
- Proficiency in Python, C++, or similar for model implementation and prototyping.
- Strong understanding of stochastic calculus, numerical methods, and derivative pricing theory.
- MSc/PhD in Mathematics, Quant Finance, Physics, or similar.
Nice to Have:
- Experience with model risk governance or regulatory frameworks (e.g. FRTB, SR11-7).
- Exposure to pricing systems (e.g., Numerix, Murex, internal quant libraries).
- Knowledge of counterparty credit risk (XVA) is a plus.
Analyst - Quanteam employer: Quanteam
Contact Detail:
Quanteam Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Analyst - Quanteam
✨Tip Number 1
Network with professionals in the quantitative finance field. Attend industry conferences, webinars, or local meetups to connect with people who work at Quanteam or similar firms. Building relationships can often lead to referrals or insider information about job openings.
✨Tip Number 2
Familiarise yourself with the specific models mentioned in the job description, such as Heston and SABR. Consider creating a small project or case study that demonstrates your understanding of these models and how you would apply them in a real-world scenario.
✨Tip Number 3
Brush up on your programming skills, particularly in Python and C++. You might want to work on coding challenges or contribute to open-source projects related to quantitative finance to showcase your technical abilities.
✨Tip Number 4
Stay updated on the latest trends and regulations in the capital markets, especially those related to model risk governance. Understanding frameworks like FRTB and SR11-7 can give you an edge during interviews, showing that you're proactive and knowledgeable about the industry.
We think you need these skills to ace Analyst - Quanteam
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in building or validating exotic derivative pricing models. Include specific examples of models you've worked with, such as Heston or SABR, and any relevant programming skills in Python or C++.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Discuss how your academic background (MSc/PhD) and practical experience align with the responsibilities of the Quantitative Analyst position at Quanteam.
Showcase Relevant Skills: Emphasise your proficiency in advanced numerical techniques and your understanding of stochastic calculus and derivative pricing theory. Mention any experience with model risk governance or regulatory frameworks if applicable.
Proofread Your Application: Before submitting, carefully proofread your application materials. Ensure there are no typos or grammatical errors, and that all information is clear and concise. A polished application reflects your attention to detail.
How to prepare for a job interview at Quanteam
✨Showcase Your Technical Skills
Make sure to highlight your proficiency in Python, C++, or any relevant programming languages during the interview. Be prepared to discuss specific projects where you've implemented or validated exotic derivative pricing models, as this will demonstrate your hands-on experience.
✨Understand the Models Inside Out
Familiarise yourself with the key models mentioned in the job description, such as Heston and SABR. Be ready to explain how these models work and their applications in real-world scenarios, as this will show your depth of knowledge in quantitative finance.
✨Prepare for Technical Questions
Expect technical questions related to stochastic calculus and numerical methods. Brush up on your understanding of these concepts and be prepared to solve problems on the spot, as this will showcase your analytical skills and problem-solving abilities.
✨Demonstrate Collaboration Skills
Since the role involves working closely with traders, quants, and risk teams, be ready to discuss your experience in collaborative environments. Share examples of how you've successfully worked in teams to ensure model robustness and address challenges.
