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Model Validation Quantitative Analyst

Australian Investors Association

London

On-site

GBP 50,000 - 90,000

Full time

16 days ago

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Job summary

An established industry player is seeking a Model Validation Quantitative Analyst to join their dynamic team in London. This exciting role involves reviewing and analyzing complex derivative models for pricing and risk across various financial products. With a focus on interest rates, FX, and hybrid products, you'll leverage your strong mathematical skills and coding experience in C++ or Python. This opportunity offers not just a chance to contribute to critical financial assessments but also to grow in a culture that values continuous learning and diversity. If you're passionate about financial markets and eager to make an impact, this role is for you.

Benefits

Training and development opportunities
Flexible working arrangements
Support from team experts
Culture of continuous learning and diversity

Qualifications

  • PhD or Master’s in Mathematics or related fields required.
  • Strong mathematical skills and understanding of financial models.

Responsibilities

  • Review and validate models for Interest Rates and FX.
  • Perform model validation testing and present findings.

Skills

Stochastic Calculus
PDEs
Monte Carlo
Finite Difference
Numerical Algorithms
C++
Python
Interest Rate Derivatives
FX Derivatives

Education

PhD in Mathematics
Master’s in Financial Mathematics
Master’s in Physics
Master’s in Statistics

Job description

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Job ID: R0360223 | Full/Part-Time: Full-time | Regular/Temporary: Regular | Listed: 2025-03-03 | Location: London

Position Overview

Job Title: Model Validation Quantitative Analyst

Location: London

Corporate Title: Assistant Vice President

What We Offer You

The Model Risk Management (MoRM) team provides oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk, and stress results. Model Validation as part of MoRM is responsible for reviewing all derivative pricing models used for valuation and risk across the bank.

As a Quantitative Analyst, you will review and analyze derivative models for pricing and risk of interest rates, FX, and hybrid products.

Your Key Responsibilities
  • Supporting the review, analysis, and validation of models for Interest Rates, Foreign Exchange, Commodities, and Hybrids.
  • Performing model validation testing and deriving conclusions regarding model risk.
  • Studying the mathematical models, implementation methods, traded products, and associated risks.
  • Presenting outcomes from reviews and studies in high-quality reports to stakeholders and senior management.
Your Skills And Experience
  • PhD or Master’s in Mathematics, Financial Mathematics, Physics, Statistics, or related fields. Other postgraduate qualifications may be considered.
  • Experience in Model Validation or Front Office Quant roles is beneficial but not required.
  • Strong mathematical skills, understanding of Stochastic Calculus, PDEs, Monte Carlo, Finite Difference, and Numerical Algorithms.
  • Some knowledge of interest rates and FX derivative models.
  • Interest in financial markets, demonstrated through qualifications or experience.
  • C++ or Python coding experience is advantageous.
Support and Culture
  • Training and development opportunities.
  • Flexible working arrangements.
  • Support from team experts.
  • Culture of continuous learning and diversity.
About Us

Deutsche Bank is a leading German bank with a strong European presence and global network. Recognized for gender equality and LGBTQ+ inclusion, we promote a responsible, collaborative, and inclusive culture.

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