Quant Analyst - Front Office - London

Quant Analyst - Front Office - London 

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

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

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.

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

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.