3 of 3 Quantitative Finance Jobs in the City of London

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 firm’s … 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 discipline such as Mathematics, Physics, Financial Engineering, or Computer Science. Experience in model validation, quantitative analytics, or model development within a trading or investment banking environment. Strong understanding More ❯

communication with cross-departmental stakeholders to understand evolving business needs and translate them into technical deliverables. Utilise visualisation and dashboard tools (such as PowerBI) to enhance user accessibility to quantitative insights and reports Requirements & Qualifications Bachelor’s or Master’s degree in a quantitative discipline such as Mathematics, Physics, Statistics, Econometrics, or Quantitative Finance. 2–5 years More ❯

working on cutting-edge algorithms that minimize market impact while maximising execution quality for institutional clients. This is a chance to work with some of the brightest minds in quantitative finance on systems that process billions in daily trading volume. What You'll Be Building Low latency algorithmic trading platforms handling real-time market data Smart order … routing systems and execution algorithms for global equity markets Quantitative models and analytical trading signals High-availability trading infrastructure serving institutional clients worldwide Backend systems supporting equities, futures, and listed derivatives trading What They Needs Expert-level Java development with strong object-oriented design principles Degree in Computer Science, Mathematics, or Engineering Hands-on experience building trading systems (execution … algorithms, risk trading, smart routing) Deep understanding of equity market microstructure and institutional trading workflows Proven ability to implement quantitative models and perform statistical analysis Front office collaboration experience - you'll work directly with trading teams Strong focus on performance optimization, testing, and system reliability Highly Valued Experience Trading strategy development (benchmark tracking, liquidity seeking, dark pool algorithms) Low More ❯