Model Validation Quant — Cross-Asset Derivatives Expert

eFinancialCareers; City Of London; On-site; GBP 129,000 - 138,000; Full time

Job summary

eFinancialCareers is seeking an experienced Model Validation Quant to join our investment banking team in London. The role requires a strong quantitative background, cross-asset derivatives experience and solid derivatives pricing knowledge, with the ability to independently challenge complex pricing and XVA models.

Rate: £700-£750 per day inside IR35 on a 6-month rolling contract. Strong programming in Python or C++ is needed; candidates with XVA, derivatives pricing or model validation

Qualifications

• Experience in quantitative model validation, model development or quantitative analytics.
• Strong understanding of XVA methodologies, including CVA, DVA and FVA.
• Cross-asset derivatives exposure across Rates, FX, Credit, Equity and/or Commodities.
• Knowledge of derivatives pricing models, calibration techniques and Monte Carlo simulation.
• Understanding of counterparty credit risk and exposure modelling.
• Strong programming skills in Python, C++ or similar languages.

Skills

Quantitative analysis

Cross-asset derivatives

Derivatives pricing

Programming (Python/C++)

Tools

Python

C++

Job description

eFinancialCareers is seeking an experienced Model Validation Quant to join our investment banking team in London. The role requires a strong quantitative background, cross-asset derivatives experience and solid derivatives pricing knowledge, with the ability to independently challenge complex pricing and XVA models.

Rate: £700-£750 per day inside IR35 on a 6-month rolling contract. Strong programming in Python or C++ is needed; candidates with XVA, derivatives pricing or model validation