Quant Analyst - Front Office - London

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Are you a Quant Analyst looking for a new role working on Derivatives pricing models?

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My client is seeking a talented individual to join a dynamic Front Office Pricing Model Validation team within the Investment Banking space.

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You will be developing and benchmarking derivative pricing models used for valuation & risk, across a range of asset classes. As well as providing qualitative analysis and stress testing of models needed for pricing and/or risk calculation.

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The ideal candidate will have a strong understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations, and Monte Carlo simulation.

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The successful candidate will have:

• A proven track record in Quantitative Analysis in a Front Office or Model Validation team

• Strong C++ or Python.

• Experience building Derivative pricing models.

• Experience Stress testing and Pricing/Risk Calculations

Note: This is a PAYE role paid via umbrella.