Senior VP - Quant Team Lead - Derivative Pricing - Model Risk/Review/Validation - Quantitative Analyst (Quant) - Investment Bank

  • Excellent
  • London, England, United Kingdom
  • Permanent, Full time
  • ITS-City Ltd
  • 20 Nov 17 2017-11-20

Tier 1 Investment Bank seeking to hire a senior VP level quant into a team lead position in a derivative pricing model validation team (London), who will lead the validation efforts to implement pricing models to benchmark against those produced by the businesses.

You must have experience of modelling and/or validating derivative pricing models, A background in multiple asset classes/products is a bonus. Rates, FX, Equity, Credit. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models. The position is based in London.

You will be leading a smalll team of 3 model validation quants, facing off to stakeholders, chairing meetings and responsible for working closely with front office quants teams as part of the model risk/validation/governance efforts. 

Your background:

  • 6 year+ experience of implementing and/or validating models within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team
  • Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
  • Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
  • Strong programming skills in C++.
  • You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions

Send your CV for immediate consideration.

Contact ITS City

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Direct Line: +44 (0) 203 176 6648