Model Validation- Quantitative Analyst (Central Clearing)

Robert Walters UK; London; Hybrid; GBP 100,000 - 115,000; Full time

Job summary

A leading financial services firm is seeking a Quantitative Analyst for its independent risk function based in London. The role involves validating risk models for financial transactions and requires strong skills in Python and SQL. Candidates should have an advanced academic background in a quantitative field and experience in risk model validation, ideally in a CCP environment. This hybrid position offers competitive compensation between £100,000 - £115,000 per annum.

Qualifications

• Practical experience in risk model validation within a financial institution or CCP environment.
• Hands-on experience with Python and SQL.
• Strong knowledge of CCP risk frameworks.

Responsibilities

• Assess a wide range of risk models supporting central clearing.
• Test and validate models quantifying credit, market, and liquidity risk.
• Collaborate with teams to feed findings into governance processes.

Skills

Python

SQL

Risk model validation

Quantitative risk management

Education

Advanced degree in mathematics, physics, statistics, or engineering

Job description

Overview

A prominent financial market infrastructure provider is seeking a Quantitative Analyst within its independent risk function. This is a hybrid role based in London, with three days per week in the office. The position sits within the second line of defence and focuses on the validation of models used to measure financial risk.

Responsibilities

• Assess and challenge a wide range of risk models supporting central clearing across commodities and derivatives markets.
• Test and validate models quantifying credit, market, and liquidity risk exposures.
• Develop hands-on technical capability in Python and SQL, with strong knowledge of CCP risk frameworks.
• Collaborate with first and second line teams; feed findings into governance processes, including model risk committees and senior management reporting.
• Write clear validation reports, translate model behaviour into accessible insights, and ensure model use remains aligned with regulatory and policy expectations.

Qualifications

• Advanced academic background in mathematics, physics, statistics, or engineering.
• Practical experience in risk model validation or quantitative risk management; ideally within a CCP environment or financial institution supporting central clearing.
• Hands-on experience with Python and SQL; strong domain knowledge of CCP risk frameworks.

About the job

• Contract Type: Permanent
• Workplace Type: Hybrid
• Experience Level: Associate
• Location: City of London
• Focus: Risk - Market Risk
• Industry: Financial Services
• Salary: £100,000 - £115,000 per annum

Job details

• Date posted: 23 July 2025
• Job Reference: VF1SV2-0DF7D8A5

How to apply: If you meet the above criteria, please apply or send a copy of your CV to

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