Posted by
Jonny Langston
Director/Co-Founder - Recruiter
We’re currently supporting an Investment Bank in their search for a Quantitative Analyst to join their Front Office Cross-Asset Quant team. The successful candidate will be responsible for implementing pricing and regulatory models used across various asset classes. This role involves model documentation, regulatory reporting, model testing, and calibration, with programming required for model implementation and validation.

REQUIRED SKILLS & QUALIFICATIONS:

• Degree in a quantitative discipline (Mathematics, Physics, Computer Science, Financial Engineering, or related field).
• Programming skills in C++ or C#; experience with Python or R is a plus.
• Experience with regulatory frameworks such as Basel III, FRTB, IFRS 9, CCAR, etc.
• Prior experience in model development in an investment bank or financial institution.
• Deep understanding of financial instruments, derivatives pricing models, and risk modeling techniques.
• Strong background in statistical analysis, probability, and numerical methods.
• Excellent analytical, problem-solving, and communication skills.
• Ability to work independently and collaboratively in a fast-paced environment.
  This will be a 6 months rolling contract, 3 days in the office.
  We look forward to hearing from you!

• Develop and implement model validation methodologies, ensuring compliance with regulatory requirements (e.g., Basel, SS1-23, FRTB).
• Perform rigorous testing, backtesting, stress testing, and benchmarking of models to assess accuracy and stability.
• Review and enhance model documentation to ensure transparency, completeness, and regulatory compliance.
• Work closely with front office quants, risk managers, and technology teams to assess model performance and resolve issues.
• Implementation of quant models (e.g., Bermudans, CMS etc.)
• Stay up to date with regulatory developments and industry best practices.