VP – Pricing Model Validation

My client is seeking a Quantitative Analyst to contribute to it’s mission of comprehensive model review and challenge, ensuring accurate risk assessment and supporting the firm’s commercial objectives.

Role Overview: As a Quantitative Analyst, you’ll play a pivotal role in evaluating and testing derivative pricing models across all major asset classes, as well as XVA . Your responsibilities will include independent analysis, documentation, and collaboration with various stakeholders, fostering innovation, and continuous improvement.

Key Responsibilities:

• Independently analyse and test pricing models, valuation models and trading algorithms
• Collaborate with stakeholders across Front Office, Quantitative Analytics, Market Risk, and more.
• Prioritize workloads and defend your analyses and conclusions.
• Contribute to team strategy and share knowledge.

Applicants should possess significant experience working as a model validation quantitative analyst/front office quant within a large financial services business, with a strong knowledge of at least one of at least one major asset class.  You should have a good, general knowledge of internal risk models and good coding skills within a professional environment (Python, R, C/C++).