New Contract role: Quant Analyst - Model Validation - Front Office

Our client, a London based Investment Bank are currently looking to hire an experienced Quant Analyst to work within the Model Validation team.

You will be working in a team that does independent validation of models for the Front office implementing as much of the models yourself as you can.

You will be working with various products including Interest Rates, Inflation, FX and Commodities.

Key requirements:

• Strong academic background with a Degree in a Quantitative based subject
• Experience of Quant Modelling
• Experience building validation models
• Knowledge of Monte Carlo, time series analysis, statistical analysis, derivatives pricing models, Gaussian copulas and dependency structures
• Knowledge of programming with Python, R or C++

This role requires 1-2 days a week in the office.