Senior Model Validator – Equities

London, South East England


– Working on the development of benchmark models using C++ within the banks in house library.

– Independently review exotic equity derivative models.

– Liaise with senior stakeholders and wider team members to approve equity trade transactions

– Act as an SME on model suitability and improvement.

– Be a representative of the team on internal meetings.

– Deal directly with Front Office Quants, Market Risk and Trading teams.

Essential Requirements

– A minimum of 5 years working in a similar role.

– A masters or PhD in a quantitative subject

– Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo

– Excellent communication skills and proven delivery