Model Validation Pricing Derivatives Quant

at  Quanteam

OVERVIEW:

We are seeking a talented Quantitative Analyst with a strong background in derivatives pricing, model validation, and front office support. The ideal candidate will play a critical role in ensuring the accuracy, reliability, and compliance of pricing models across the organization, while collaborating closely with the front office and risk teams.

REQUIREMENTS:

• Proven experience in derivatives pricing, model validation, and front office quantitative support.
• Strong programming skills in Python, C++, or a similar language.
• Advanced knowledge of stochastic calculus, financial mathematics, and risk-neutral pricing.
• Familiarity with regulatory frameworks such as FRTB, IFRS 13, or Basel standards is a plus.
• Excellent communication skills to effectively liaise with stakeholders across various teams.
• Master’s or Ph.D. in a quantitative discipline (e.g., Mathematics, Financial Engineering, Physics, or similar).

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.

• Develop, enhance, and validate derivatives pricing models for a variety of asset classes, ensuring alignment with regulatory standards and internal policies.
• Support the front office with quantitative solutions, including pricing, risk analysis, and model implementation.
• Conduct independent model validation, assessing methodologies, assumptions, and performance metrics.
• Analyze and interpret financial market data to improve pricing models and risk assessments.
• Work collaboratively with traders, risk managers, and technology teams to implement and optimize models.
• Prepare comprehensive documentation for models, validation findings, and regulatory submissions.