Model Validation Quant - Investment Banking

S.R Investment Partners
London, United Kingdom
££ Competitive + Bonus + Great culture
21 Jul 2022
20 Aug 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

• Evaluation models/ risk development

• Understanding of Prudent valuation regulations

• Derivatives valuation models

• Python coding

• 2-6 years experience


• Understanding of financial markets

• Review of implementation, with benchmarking against approved models and/or independent re-implementation

• Counterparty risk - bonus

• Model Risk analysis: identification, analysis, and quantification of model limitations

• Definition of mitigating actions (model usage restrictions, improvement recommendations, reserves), in agreement with all stakeholders (FO Quants, Trading)

• Strong quantitative background, owning an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics/ quant finance.

• Experience in developing or validating financial models related to Capital Markets either on the Front Office side or on the Risk side.

• In-depth knowledge of Capital Markets: how the markets operate, what the products are, what the main risk drivers are, how the financial instruments and derivatives are revalued, and what the shortcomings of the industry standards are.

• Familiarity with prudent valuation techniques and regulatory requirements.

• Strong understanding of stochastic processes and derivatives pricing techniques, familiarity with several underlying asset price models and with various numerical techniques.

• Clearly and concisely communicate the results of the Model Validation analysis to the rest of the team, other less quantitative functions and senior management

• Experience with Equity models/ products or any asset class

• Knowledge of numerical methods (Finite difference, Monte Carlo)

• Significant working experience in Model Validation or Model Development teams

Location: London or Paris

Salary: £ Competitive + Bonus + Great culture


If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion, please contact Margarita Ivlieva at or +44 (0)203 603 4474 for more details

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