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Pricing Model Validation SME

Hamlyn Williams London, United Kingdom
Posted 4 months ago Hybrid Permanent £90k - £140k
Posted by
Kate Wilkins

Hamlyn Williams has partnered with a UK bank with a global presence across Europe and the United States. They are one of the most recognised banking institutions who provide retail and banking services to consumers and businesses internationally. Hamlyn Williams is supporting the expansion of their Quant function and as a result are looking for a highly motivated individual to join their Pricing Model Validation team.



  • Responsible for the independent review and analysis of the derivative pricing models used for valuation and risk.
  • Develop and benchmark pricing models in an independent code library (C++ or Python)
  • Understand the mathematical models used and their implementation methods
  • Qualitative analysis and stress testing of models needed for pricing and/or risk calculation.
  • Conducting the annual review for pricing models
  • Undertaking algorithmic trading validation work according to MiFID regulation
  • Undertaking trade surveillance validation work needed by FCA regulation
  • Crafting model reserves and calculate model risk AVAs
  • Reviewing the Prudential Valuation adjustments including reserves


Required Competencies:

  • Degree in Statistics, Mathematics, Econometrics, Physics, Engineering or equivalent (Masters level or above)
  • Experience working in a Model Validation or Front Office Quant role (essential)
  • Programming experience in C++ and/or Python
  • Theoretical understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations and Monte Carlo simulation
  • Able to communicate quantitative models in a clear and concise manner


If this role sounds like a good fit for your experience and future career aspirations, please apply directly; or reach out directly to discuss in a little more detail to

New York, United States
HR & Recruitment
Placing Talent That Makes A Difference. Talent attraction and retention are critical to our client and candidate's success; Hamlyn Williams’ mission...
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