Senior Quantitative Analyst

Location: London
Experience: 5+ years

Overview:

A global investment bank is seeking a Senior Quantitative Analyst to join its Model Validation team, focusing on Equity derivatives. This role offers the opportunity to work across a wide range of complex products, validating pricing models and contributing to risk methodologies that support trading and risk management functions.

The team operates across London and Paris and covers multiple asset classes including Interest Rates, FX, Hybrids, XVA and Algo Trading.

Key Responsibilities:

• Lead validation of pricing models used in Equity derivatives and other products with Equity risk exposure (e.g., Repo, SFT, Cross Assets).
• Develop and implement alternative pricing models to assess model risk and performance.
• Contribute to the design and implementation of model risk reserves and provisioning methodologies.
• Provide quantitative support to risk management teams on P&L, sensitivities, VaR, and stress testing.
• Collaborate with Front Office quants, model developers, traders, and risk managers to ensure model integrity and transparency.
• Engage with new product initiatives and cross-asset validation processes as needed.

What We're Looking For:

• Advanced academic background in Mathematics, Physics, Engineering, or related field (MSc/PhD preferred).
• Minimum 5 years of experience in quantitative roles, with strong exposure to Equity pricing models and derivatives.
• Experience across multiple asset classes is a plus.
• Deep understanding of stochastic processes, probability theory, PDEs, numerical methods, and statistics.
• Strong programming skills in C/C++ and other relevant languages.
• Excellent analytical and problem-solving abilities.
• Team-oriented mindset with strong communication and collaboration skills.

Why Apply?

• Work on high-impact model validation projects across diverse asset classes.
• Collaborate with top-tier quantitative professionals in a dynamic, cross-functional environment.
• Opportunity to influence risk and valuation frameworks at a global financial institution.
• Competitive compensation and career development in a technically rigorous environment.