Model Validation Quant

Seeking a **Quantitative Analyst** to join the **Model Validation** team within a leading global investment bank based in London. To manage risk that arises from models used for derivatives valuation to models used for risk management, liquidity & capital computations. Assessing the risk associated with model considering pricing exotic options or in...

Join one of Europe's leading energy trading firms – a business that combines the scale of a global utility with the pace and innovation of a trading house.You'll sit within a specialist Model Validation team, working across energy and commodity products to assess and enhance the models that drive trading, pricing, and risk decisions.The role offers genuine...

You will be working in a team that does independent validation of models for the Front office implementing as much of the models yourself as you can. You will be working with various products including Interest Rates, Inflation, FX and Commodities. Key requirements: - Experience of Quant Modelling - Experience building validation models - Knowledge of...

Model Validation - Interest Rates Quant - AVP **Responsibility**: - Validate interest rates trading/pricing models and manage model risk related issues in rates derivative pricing. - Provide effective challenge to model assumptions, mathematical formulation, implementation, and performance. - Assess and quantify model risk due to model limitations to inform...

**Senior quant model developer** **Hybrid** **6 months Contract** **London** Purpose: We're looking for a Senior quant model developer for a major UK bank to focus on the IBOR migration project. Our team works closely with both Front Office and Risk quants to generate historical scenarios for all Risk Free Rate curves. Main Responsibilities: -...

We seek an experienced Interest Rates Quant Modeller for the Quantitative Analytics MIC team. This role will focus on model assessment, testing and governance for Vanilla and Structured Interest Rates products. It involves collaborating with quants, developers, validators and key stakeholders across the model lifecycle. Accountabilities: - Review model...

A leading recruitment firm is seeking candidates for multiple high-impact roles in Quant Analytics & Validation in London. Opportunities include Credit Validator and Rates Model Validation Quant, focusing on validating pricing models for various derivatives products. Candidates should have a master's degree in a quantitative field and strong experience in...

**Your Responsibilities**: - Document test results in a model validation report to be reviewed by regulators and which will form the basis of discussion with key model stakeholders including Front Office Trading, Model Developers, Market Risk Managers, and Finance Controllers - Active participation in the development and maintenance of an internal Python...

**Role Overview**: This position will support Model Risk Management for commodity pricing derivative models. Primary responsibilities will be to validate and model risk manage derivative pricing models for Trading and Hedges. This position requires a sound background in stochasticcalculus, probability theory & numerical methods and good Python programming...

This position will support Model Risk Management for commodity pricing derivative models. Primary responsibilities will be to validate and model risk manage derivative pricing models for Trading and Hedges. This position requires a sound background instochastic calculus, probability theory & numerical methods and good Python programming skills will be a...