Quant Roles- VP

Robert Walters; Greater London; On-site; GBP 60,000 - 100,000; Full time

Job summary

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 model validation and quantitative analysis. This is an exciting opportunity to work in a dynamic environment with major global trading houses.

Qualifications

• Strong background in model validation and quantitative analytics.
• Experience with derivatives products including CDS and interest rate products.
• Proficient in building testing frameworks and assessing model risk.

Responsibilities

• Validate pricing models for credit derivatives and provide technical validation reports.
• Enhance pricing models for rates derivatives and support trading desks.
• Conduct model development and validation for FX products.

Skills

Model validation

Quantitative analysis

Algorithmic trading

Risk assessment

Education

Master's degree in a quantitative field

Job description

Quant Analytics & Validation : Desk Mandates (Cross-Asset, London)

The desk is busy right now we’re running exclusive mandates for two major global trading houses, each scaling up their quantitative analytics, validation, and trading model capabilities. Multiple high-impact roles available (AVP through VP).

Open Roles Include:

• Credit Validator
• Rates Model Validation Quant
• FX Quant / FX Model Validation / eFX Quant

Credit Validator – Validate and benchmark pricing models and algorithmic trading models for credit derivatives (CDS, tranches, indices, structured products, ABS, repos). Assess model risk, test methodologies, produce technical validation reports, and advise stakeholders.

Rates Model Validation Quant – Validate and enhance pricing / risk models for rates derivatives and interest rate products (swaps, swaptions, macro bonds, FRTB, IMA). Build testing frameworks and support front office rates trading desk.

FX Quant / FX Model Validation / eFX Quant – Model development and validation for FX and eFX pr…