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 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 More ❯

EXPERIENCE REQUIRED: Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems: real-time data flows, shared memory communication, and techniques More ❯

ability to automate processes via scripting language(s). And have an active interest in other computing technology and tools. Have a solid background and work experience with mathematical finance and strong analytical and quantitative skills, especially in the financial products, XVA, and credit risks business logic. Exhibit functional understanding of application development planning processes such as More ❯