Quantitative Model Validator
4 days ago
Alexander Ash Consulting, a leading global recruitment firm in the UK, is seeking a Quantitative Model Validator for a prestigious investment bank. In this role, you will collaborate with a dedicated team responsible for validating pricing models used by the trading desk across various asset classes.
Your Key Responsibilities:
- Review and analyze mathematical assumptions of interest rate derivatives models.
- Evaluate implementation methods, products traded in IR markets, and associated risks.
- Independently review and implement models/payoffs in a managed library, where necessary.
- Conduct analysis and discuss results with key stakeholders, including Front Office Trading, Quants, and Market Risk Managers.
Key Requirements:
- PhD in Mathematics, Financial Mathematics, Physics, or Statistics
- Demonstrable experience in Model Validation or Front Office Quant roles
- Excellent mathematical skills, including Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
- In-depth understanding of Interest Rates derivative models
We offer an estimated salary range of £70,000 - £110,000 per annum, depending on your qualifications and experience.
-
Quantitative Risk Model Validator
1 month ago
London, Greater London, United Kingdom Investigo Full timeAbout the RoleWe are seeking a highly skilled Quantitative Risk Model Validator to join our team at Investigo.As a Quantitative Risk Model Validator, you will be responsible for performing independent validations of market risk models, pricing models, and stress methodologies. You will work closely with our CROs, Heads of Market and Credit Risk, regulators,...
-
Quantitative Risk Model Validator
7 days ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAt MUFG Bank, Ltd, we're looking for a skilled Quantitative Risk Model Validator to join our team. This is a full-time role based in London.Job Description:The successful candidate will be responsible for the independent validation of derivative pricing methodologies, both initial and periodic, across all asset classes and model types. This includes...
-
Quantitative Risk Model Validator
1 month ago
London, Greater London, United Kingdom MUFG Bank, Ltd Full timeAbout MUFG Bank, LtdMUFG Bank, Ltd is a leading financial institution with a global presence.Job Summary:We are seeking an experienced Quantitative Risk Model Validator to join our team in London.About the Role:This role involves validating derivative pricing methodologies across all asset classes and model types.The ideal candidate will have a strong...
-
Model Risk Validator
2 days ago
London, Greater London, United Kingdom Selby Jennings Full timeJob DescriptionWe are seeking a skilled Model Risk Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across all asset classes and model types.The successful candidate will have extensive experience in quantitative modelling (model development or validation) in one...
-
Model Risk Validator
3 days ago
London, Greater London, United Kingdom Selby Jennings Full timeJob DescriptionThis role focuses on ensuring the accuracy and reliability of quantitative models used in financial decision-making. As a Model Risk Validator, you will be responsible for validating these models, identifying areas for improvement, and implementing alternative models to ensure they meet regulatory requirements and industry best practices.Key...
-
Quantitative Modeller
1 week ago
London, Greater London, United Kingdom Fourier Ltd Full timeFourier Ltd, a leading player in the oil and gas industry, is seeking an experienced quantitative modeller to build out their model validation desk. This exciting opportunity requires 3-5 years of experience in model validation, with expertise in validating models used to price derivatives.You will be joining a team of seasoned quants and working under the...
-
VP - Quantitative Methodologies Validator
2 days ago
London, Greater London, United Kingdom Selby Jennings Full timeWe are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team at Selby Jennings. In this role, you will be responsible for the independent validation of quantitative methodologies across various asset classes and model types.The estimated salary for this position is $130,000 per year.Job Overview:As a VP - Quantitative...
-
Model Risk Validation Expert
7 days ago
London, Greater London, United Kingdom Selby Jennings Full timeAt Selby Jennings, we are seeking a highly experienced VP - Quantitative Methodologies Validator to join our team. This role is an excellent opportunity for someone looking to work on complex quantitative models and ensure their accuracy and reliability.The estimated salary for this position is $120,000 per year.Job Description:In this role, you will be...
-
Financial Modeling Expert
2 days ago
London, Greater London, United Kingdom Selby Jennings Full timeJob Title: Financial Modeling Expert - ValidationAbout the Position:This is an exciting opportunity to join Selby Jennings as a Financial Modeling Expert - Validation. In this role, you will be responsible for ensuring the accuracy and reliability of our quantitative models. You will work closely with our modeling team to validate and improve our models,...
-
Quantitative Model Manager
4 weeks ago
London, Greater London, United Kingdom Harnham Full time £70,000Our client is a leading consultancy seeking a Quantitative Model Manager to join their Data Science team. This role offers the opportunity to work on exciting projects and develop your skills in quantitative modeling and AI. As a Quantitative Model Manager, you will be responsible for building and implementing quantitative models to drive business decisions....
-
Model Validation Director
2 weeks ago
London, Greater London, United Kingdom Hamlyn Williams Full timeJob OverviewWe are seeking an experienced individual to join Hamlyn Williams' Model Risk Management team as a Director. This role offers a robust professional development framework and the opportunity to work in a highly supportive, inclusive work environment.The MRM function is structured globally, led by the Chief Model Risk Officer, and is dedicated to...
-
Quantitative Researcher Position
1 month ago
London, Greater London, United Kingdom Quantitative Talent Ltd Full timeSalary: £60,000 - £80,000 per annumAbout the Job:We are seeking a talented Junior Quantitative Researcher to join our team in London. As a member of our quantitative research team, you will be responsible for developing and implementing quantitative models for alpha generation.Responsibilities and Duties:Develop and implement quantitative models using...
-
Lead Quantitative Modeller – Clearing
4 weeks ago
London, Greater London, United Kingdom Quant Capital Full timeJob DescriptionAt Quant Capital, we are seeking a skilled Lead Quantitative Modeller to join our team in Central London. This role will involve working on complex risk management models for the Clearing Business.The successful candidate will have experience in a comparable quantitative modelling or analytics role and hold an MSc in Physics, Mathematics,...
-
Quantitative Model Governance Specialist
1 week ago
London, Greater London, United Kingdom Selby Jennings Full timeWe are seeking a skilled Quantitative Model Governance Specialist to join our team at Selby Jennings. As a key member of our team, you will play a critical role in ensuring the integrity and reliability of our quantitative models.The estimated salary for this position is $125,000 per year.About the Role:In this role, you will be responsible for designing,...
-
Quantitative Leader
4 weeks ago
London, Greater London, United Kingdom undisclosed Full timeAbout the RoleWe are seeking a highly skilled Quant Modeling Counterparty Credit Risk Vice to join our MRGR Credit Portfolio team. As a Quant Modeling Counterparty Credit Risk Vice, you will lead the development and expansion of benchmarking library and related tools to enhance the model validation team's ability to carry out independent testing activities...
-
Global Model Validation Specialist
7 days ago
London, Greater London, United Kingdom Danos Group Full timeAbout the RoleAs a Global Model Validation Specialist at Danos Group, you will play a crucial role in reviewing and validating wholesale credit risk models. This is an exciting opportunity to join our team of experienced professionals who are passionate about ensuring the integrity of our credit risk assessment processes.Key ResponsibilitiesValidating credit...
-
Model Validation Specialist
1 week ago
London, Greater London, United Kingdom Fourier Ltd Full timeAs a model validation specialist at Fourier Ltd, you will play a critical role in ensuring the integrity of front office risk and pricing models for the commodities business. This position requires 3-5 years of experience in model validation, with a focus on validating models used to price derivatives.The ideal candidate will have a strong understanding of...
-
Quantitative Modelling Lead
1 week ago
London, Greater London, United Kingdom Harnham Full time £70,000Harnham is working with a leading consultancy to expand its Data Science efforts within Audits and Assurance. We are looking for a candidate who is strong on the quantitative data modelling side.The team is experiencing rapid growth and they are currently setting up their specialised AI lab, where Building Quantitative models to help achieve team goals is...
-
Quantitative Model Developer
7 days ago
London, Greater London, United Kingdom oilandgas Full timeChevron is seeking a highly skilled Quantitative Model Developer to join its team in London, UK. This exciting opportunity offers the chance to work on complex energy market models and contribute to the development of innovative solutions.The ideal candidate will have a strong background in quantitative finance, engineering, or a related field, with...
-
Quantitative Model Governance Specialist
2 days ago
London, Greater London, United Kingdom Selby Jennings Full timeAbout the RoleWe are seeking an experienced Quantitative Model Governance Specialist to join our team at Selby Jennings. The successful candidate will be responsible for ensuring that quantitative models are developed and implemented in accordance with regulatory requirements and industry best practice.The key responsibilities of this role include:-...