Pricing Model Validation Analyst
City of London, London, United Kingdom
ETRA Talent
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 … across the firm’s trading and risk platforms. The function sits independently from Risk and works closely with Front Office Quants, IT, and Model Developers. Key Responsibilities: Perform independent validation of pricing 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 … Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements 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 More ❯
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