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.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your resume and details on file so when we see similar roles or see skillsets that drive growth in organizations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your resume so you can be considered for roles that have yet to be created.
Yes, we help with resume and interview preparation. From customized support on how to optimize your resume to interview preparation and compensation negotiations, we advocate for you throughout your next career move.