Quant Analyst – Exotic Derivative Model Validation | London, UK | Hybrid

Quanteam • London, England, GB • 2m ago

Role: Quantitative Analyst – Exotic Derivative Model Validation Location: London – Hybrid working Full Time Contract – Long Term Engagement via Quanteam UK Start Date: ASAP

Key Responsibilities:
• Develop and validate pricing and risk models for exotic derivatives across asset classes (e.g. equity, FX, rates, credit). • Perform model performance testing, documentation, and challenge front-office models as part of the model risk team. • Collaborate with traders, quants, and risk teams to ensure model robustness. • Use advanced numerical techniques (e.g., PDEs, Monte Carlo, Finite Difference) for pricing complex instruments.

Required Skills:
• Strong experience in building or validating exotic derivative pricing models. • Familiarity with models such as Heston, SABR, Hull-White, Local Volatility, LMM, etc. • Proficiency in Python, C++, or similar for model implementation and prototyping. • Strong understanding of stochastic calculus, numerical methods, and derivative pricing theory. • MSc/PhD in Mathematics, Quant Finance, Physics, or similar.

Nice to Have:
• Experience with model risk governance or regulatory frameworks (e.g. FRTB, SR11-7). • Exposure to pricing systems (e.g., Numerix, Murex, internal quant libraries). • Knowledge of counterparty credit risk (XVA) is a plus.

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:
• Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. • IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.

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