Looking For New Opportunities?

VP - Model Validation - Quantitative Analytics

  • : £80,000 to £120,000
  • : Permanent
  • : London
  • : Global Banking Group


Share This Job

Risk Models Quantitative Analyst Model Validation Quantitative Risk

Job Specification

Job Title: Quantitative Analyst

Corporate Title: Vice President

Division: Risk Management

Department / Group: Model Validation

Our client is a major global banking group and they are seeking a Quantitative Analyst to join their quantitative risk team within Model validation. The group is responsible for independently validating the integrity and comprehensiveness of Risk Models & Pricing Models across the organisation globally, with the added remit of managing Model Risk. 

Your Role

  • You will act as the deputy to the head of the group.
  • Will help represent the team and the bank with local regulators
  • Be a key contributor to the development of benchmark models 
  • Review exotic equity derivative models and approve exotic equity transactions
  • Provide your advice and expertise on model suitability, calibration, speed and accuracy
  • Discusses validation results with model owners and governance team to gain consensus and create strategies to implement changes if needed
  • Review model documentation and conduct test runs on model codes

Your Background

  • A minimum of 4 years working experience in a quantitative environment
  • A postgraduate degree such as a PhD (or equivalent) in a quantitative discipline
  • Established experience in quantitative financial models
  • Familiarity with Valuation  Models ( Equity, FX or Hybrid products )
  • Highly proficient in stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc
  • Strong implementation skills (Python/C++)
  • Confident communicator
  • Self-motivated work attitude



People Also Viewed

Senior Manager - Algorithmic and Machine Learning

  • : AUD 200,000
  • : Australia
  • : Permanent
  • : Global Banking Group

Quants Model Approvers Market Risk Operational Risk Compliance Controls Testing Teams Internal Audit External Audit


Credit Risk Modeller – Rating Model

  • : £60,000 - £70,000
  • : London
  • : Permanent
  • : Global Banking Group

Quant Credit Risk Rating Model modelling SAS R SQL Python Matlab


Model Risk - Advisory

  • : £75,000 to £100,000
  • : London
  • : Permanent
  • : Global Banking Group

Quant Buyside Valuations Models Risk Governance Insurance Pensions Asset Management


Quantitative Analyst - Machine Learning Engineer

  • : £95,000 - £120,000
  • : London
  • : Permanent
  • : Global Banking Group

Problem Solving Data Mining Project Management Data Science Data Visualization Analytical Skills Statistical Modeling Artificial Intelligence (AI) Pattern Recognition Machine Learning


Quantitative Analyst - Risk Models

  • : €80,000 - €100,000
  • : Frankfurt
  • : Permanent
  • : Global Banking Group

Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models


Corporate Legal Counsel

  • : £90,000 Circa
  • : Flexible working 2/3 Days in HQ
  • : Permanent
  • : Global Banking Group

OEM contracts Corporate Law Commercial Litigation Franchising Legal Counseling Licensing International Business Software Licensing Licensing Agreements Litigation


Can't find the role that you are looking for?

Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.

If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.

Contact Us


   + 44 (0) 203 772 4567


© 2009 Maxfield Search. All rights reserved