Full job description We are currently seeking an experiencedModel Validation Quant to join an investment banking team.
The ideal candidate will have a strong quantitative background,cross-asset derivatives experience and solid derivatives pricing knowledge, with the ability to independently assess and challenge complex pricing and XVA models.
Key requirements:
*Experience in quantitative model validation, model development or quantitative analytics.
*Strong understanding of XVA methodologies, including CVA, DVA and FVA.
*Cross-asset derivatives exposure across Rates, FX, Credit, Equity and/or Commodities.
*Knowledge of derivatives pricing models, calibration techniques and Monte Carlo simulation.
*Understanding of counterparty credit risk and exposure modelling.
*Strong programming skills in Python, C++ or similar languages.
*Candidates fromXVA, derivatives pricing or quantitative model validation backgrounds are encouraged to apply.
Preferred Qualifications:
*Experience with risk engines and financial libraries.
*Familiarity with regulatory reporting tools and processes.
*Knowledge of machine learning techniques applied to model validation.
*Exposure to cloud-based computation and big data analytics.
This will be a 6 months rolling contract.
Rate: £700 - £750/day (Inside IR35)
We look forward to hearing from you!