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VP – Pricing Model Validation

  • London
  • £100k - £125k base

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++).

We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.

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