Quantitative Analyst

Quant Capital; Greater London; On-site; USD 80,000 - 200,000; Full time

Job summary

An established industry player is seeking a Model Validation Quant to join their dynamic team in London. This role offers a unique opportunity to be at the forefront of model development, working closely with front-office quants to ensure robust model validation before issues arise. Ideal candidates will have a strong background in equity derivatives and a passion for quantitative finance. Join a collaborative environment where intellectual rigor is valued, and your expertise will directly influence critical financial decisions. This is your chance to make a significant impact in a leading investment bank.

Qualifications

• Deep experience in equity or hybrid derivatives modelling.
• Previous front-office quant experience is essential.
• Strong understanding of model lifecycle and regulatory context.

Responsibilities

• Review and guide FO quant model submissions critically.
• Develop, test, and refine models using Python notebooks.
• Support trading and structuring teams as a first-line quant.

Skills

Model Validation

Python

Equity Derivatives Modelling

Communication Skills

Education

Master's Degree in Finance or Quantitative Fields

Tools

Python Notebooks

Job description

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This range is provided by Quant Capital. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Direct message the job poster from Quant Capital

Director and Head of FinTech at Quant Capital Consulting

Contract OUTSIDE IR35

Quant Capital is urgently looking for a Model Validation Quant to join our high profile client.

Our client is a Tier 1 Investment Bank.

This is a first-line quant role — embedded with the quant desk and directly shaping modelling outcomes, not validating them after the fact.

This isn’t just about implementing models. It’s about being the person who sees the cracks before they become validation blockers.

We need someone who can:

• Challenge model assumptions

• Spot weaknesses in structure, calibration, or data

• Write documentation that defends the model with clarity and depth

You’ll work closely with FO quants, guide their submissions, and act as a bridge to model validation — pre-empting issues before they escalate.

Responsibilities:

• Review and guide FO quant model submissions with a critical eye

• Develop, test, and refine models using Python notebooks

• Interact proactively with model validation teams

• Support trading and structuring teams as a first-line quant

What we’re looking for:

• Deep experience in equity or hybrid derivatives modelling

• Previous front-office quant experience (not second-line validation or risk)

• Strong understanding of model lifecycle and regulatory context

• Excellent communication skills (both technical writing and spoken)

This is an environment of science and intellectuals. The firm is known globally for its attitudes and rigour more importantly, you will be surrounded by smart people deeply interested in teaching what they know, and in learning from you.

My client is based in London

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Contract

Job function

• Job function

  Finance and Information Technology

• Industries

  Capital Markets

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