3 of 3 Quantitative Analyst Jobs in the Thames Valley

Financial Risk – Quantitative Analyst I’m currently recruiting for a Financial Risk professional who has strong 2nd LOD experience combined with recent clearing exposure.The role will engage regularly with the 1st LOD and require you … to provide guidance and challenge.Broad exposure across market, liquidity and counterparty risk is desired and strong IT skills including Python are required. Although the official job title is Quant Analyst, this role would suit a 2nd LOD Risk professional who is keen to develop in the quantitative space. Please not, the clearing component is essential and non More ❯

Job Title: Pricing Model Validation Analyst Location: London Department: Model Validation/Quantitative Analytics Reporting to: Head of Model Validation Overview: An international investment bank is seeking a Pricing Model Validation professional to join its London-based Model Validation team. This role focuses on the independent review and validation of pricing and risk models used across the … models cross asset classes, with a focus on derivatives. Assess the conceptual soundness, implementation correctness, and ongoing performance of pricing and valuation models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise … where necessary. Contribute to validation reports that meet internal governance and regulatory expectations. Maintain ongoing monitoring of model performance, usage, and limitations. Candidate Profile: MSc or PhD in a quantitative field. Knowledge of quantitative finance, in particular stochastic calculus and numerical methods. Fluency with Microsoft Word and Excel, working with potentially large spreadsheets. Fluency with programming languages (e.g. More ❯

You’ll be developing and implementing quantitative models and strategies for pricing exotic options at a world leading physical, financial energy and commodities trader. You’ll be an important addition to the Head of Options trading’s small team, helping to build a more robust systematic trading effort. You’ll bring your algorithmic and systematic experience (ML, AI approach More ❯