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Model Validation Quant

Job title: Model Validation Quant
Location: London
Industry: Software Engineering
Salary: 110000
Reference: 16823
Contact name: Oli Knight
Job published: January 10, 2023

Job description

This is an exceptional opportunity to establish yourself as a senior, irreplaceable member of an international exchange which is completely technology focused in their approach. If you have relevant experience working as a Quant in any sort of relevant domain (for example at an exchange, brokerage, or CCP), then I would love to talk to you about how your suitability for this role and what it could offer you.

 

What will you get?

  • Basic salary up to £120,000
  • Exceptional discretionary bonus alongside
  • A whole host of benefits including, of course, private healthcare
  • The opportunity to thrive in a truly hybrid environment - employees typically go in twice a week to their offices based in the City

What will you do?

  • Validate and assess a wide range of pricing and risk models written in Python
  • Take an active role in the development of both benchmark and challenger models
  • Carry out VaR analysis of these models and participate in their model governance
  • Work in a truly elite Quantitative team focused on utilising technology to drive their company forward

What do you need?

  • At least a BSc in a STEM subject, ideally a MSc and from a reputable university
  • Demonstrated experience working with Python
  • Demonstrated domain knowledge of working in clearance (flexible for junior candidates)
  • A proactive and engaging mentality which will serve you well in a fast paced enviroment
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