Quantitative Model Validator

4 days ago


London, Greater London, United Kingdom Alexander Ash Consulting Full time

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.



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