Validus Risk Management

About the Company

Validus Risk Management is an independent market risk advisory firm specialising in the management of currency, interest rate and commodity price risk.

We help our clients navigate and manage financial risk with a hands-on advisory approach and award-winning technology solutions. Our systematic financial risk management methodology has been designed to increase risk transparency, create customised risk management solutions, and facilitate the efficient execution of hedging transactions by minimising information asymmetry between clients and banking counterparties.

The Validus Risk Management advisory service gives our clients access to the latest risk management technology and independent expertise at a fraction of the cost of an in-house financial risk management function. Validus works with a range of companies across the globe, from SMEs to multinational corporations, as well as pension funds and leading alternative investments funds (Private Equity, Secondaries, Private Debt, Real Estate).

We act as an extension to more than 100 clients globally and execute more than 3,000 trades every month (>$330bn in hedging volume annually).

Listed Jobs

Company Name

Validus Risk Management

Job Title

Quantitative Analyst

Job Description

Job Title: Quantitative Analyst Role Summary: Advance and validate financial models driving market risk analytics, focusing on liquidity risk and credit charges for private market portfolios, while integrating credit and equity derivatives capabilities into the firm’s Python‑based risk platform. Expectations: Deliver robust, well-documented models; collaborate with Quant Development, Quant Strategies, and Risk Advisory; translate model outputs into actionable insights; stay current on regulatory and market developments; maintain high-quality technical documentation and testing frameworks. Key Responsibilities: - Design, develop, and document pricing and risk models for credit and equity derivatives. - Integrate models into the internal Python risk platform in partnership with Quant Development. - Calibrate, validate, and interpret models for private credit and equity exposures. - Develop liquidity risk models, compute credit charges, and perform scenario analyses for private market portfolios. - Conduct research on new modeling methodologies and monitor regulatory changes. - Translate complex outputs into clear insights for internal and external stakeholders. - Produce technical documentation, testing frameworks, and presentation materials for model sign‑off and client communication. Required Skills: - Minimum 3 years’ experience in quantitative finance, risk modelling, or financial engineering. - Master’s degree or higher in a quantitative/STEM field (Mathematics, Physics, Financial Engineering, Computer Science, etc.). - Practical experience pricing and managing risk of credit and/or equity derivatives across multiple asset classes. - Strong Python programming for modelling and data analysis. - Solid knowledge of market risk concepts: VaR, stress testing, sensitivities, exposure analysis. - Ability to design and test models independently while collaborating cross‑functionally. - Excellent communication skills, able to explain quantitative results to non‑specialists. - Detail‑oriented, capable of managing multiple project streams. Preferred Qualifications: - Experience with C++ or Rust for performance‑critical modelling. - Familiarity with private market liquidity risk, credit charges, and illiquid portfolio analytics. - Exposure to interest rate and FX derivative risk frameworks. Required Education & Certifications: - Master’s degree or higher in a quantitative or STEM discipline. - Relevant certifications (e.g., CFA, FRM, or equivalent) preferred but not mandatory.

London, United kingdom

Hybrid

Junior

24-11-2025

Company Name

Validus Risk Management

Job Title

Junior Quantitative Developer

Job Description

**Job Title:** Junior Quantitative Developer **Role Summary:** Support the development and maintenance of a proprietary quantitative risk engine and an in‑house quantitative library. Translate advanced financial models into scalable, production‑ready code, integrate them within internal platforms and the external client application Horizon, and ensure performance, reliability, and security. **Expactations:** - Minimum 2 years of experience in quantitative development, financial engineering, or risk technology. - MSc in a STEM discipline. - Strong programming in Python; knowledge of numerical libraries and production quality code. - Experience with cloud deployments (AWS preferred). - Understanding of FX and interest rate trade modelling, pricing, and risk management. - Familiarity with market data vendors and OTC market data conventions. - Excellent written and verbal communication. **Key Responsibilities:** 1. Design, develop, and maintain quantitative library components and risk engine modules. 2. Collaborate with Quant Research and Quant Strategy teams to implement pricing and risk models across asset classes. 3. Integrate quantitative systems with internal technology platforms and the client‑facing Horizon application. 4. Optimize code and infrastructure for performance, scalability, and stability in production. 5. Contribute to the evolution of the technology stack, including testing frameworks, CI/CD pipelines, and coding standards. 6. Coordinate market data integration with vendors to ensure accurate pricing and risk outputs. 7. Document system design, development practices, and integration processes for internal stakeholders and external clients. **Required Skills:** - Python programming (NumPy, pandas, scipy). - Cloud platform experience (AWS services such as Lambda, ECS, S3). - Version control (Git), testing (unit, integration), and CI/CD fundamentals. - Knowledge of FX and interest rate product trade and risk concepts. - Ability to translate technical requirements into actionable deliverables. **Required Education & Certifications:** - Master of Science (MSc) in Mathematics, Statistics, Computer Science, Finance, Engineering, or a related STEM field. ---

London, United kingdom

Hybrid

Junior

04-12-2025

Company Name

Validus Risk Management

Job Title

Quantitative Researcher

Job Description

Job title: Quantitative Researcher Role Summary: Design, develop, validate, and maintain quantitative models that drive market risk analytics—specifically liquidity risk and credit charges—in private market portfolios. Integrate models into an internal Python-based risk platform and collaborate with Quant Development, Quant Strategies, and Risk Advisory to support model calibration, validation, and stakeholder communication of insights. Expectations: - Minimum 3 years of quantitative finance, risk modelling, or financial engineering experience. - Master’s degree or higher in a quantitative/STEM discipline (e.g., Mathematics, Physics, Financial Engineering, Computer Science). - Strong Python programming for financial modelling and data analysis. - Proven ability to work independently on model design and testing while effectively collaborating across teams. Key Responsibilities: - Design, develop, and document pricing and risk models for credit and equity derivatives. - Collaborate with Quant Dev to integrate models into the Python risk platform. - Support Quant Strategies and Risk Advisory with calibration, validation, and interpretation of private credit and equity exposures. - Model liquidity risk, calculate credit charges, and conduct scenario analysis for private market portfolios. - Research new modelling methodologies and monitor market/regulatory developments. - Translate complex model outputs into actionable insights for internal and external stakeholders. - Prepare technical documentation, testing frameworks, and presentation materials for model sign‑off and client communication. Required Skills: - Advanced programming in Python (data analysis, numerical libraries). - Experience pricing/valuating credit and/or equity derivatives across multiple asset classes. - Solid grasp of market risk concepts: VaR, stress testing, sensitivities, exposure analysis. - Independent model design, rigorous testing, and documentation capabilities. - Strong communication skills; able to explain quantitative results to non‑specialist audiences. - Attention to detail, organized project management, and capacity to manage multiple concurrent streams. Required Education & Certifications: - Master’s degree or higher in Mathematics, Physics, Financial Engineering, Computer Science, or equivalent quantitative STEM field. - No specific industry certifications required.

London, United kingdom

Hybrid

Junior

04-12-2025

Company Name

Validus Risk Management

Job Title

Python Senior Back-end Software Engineer - London

Job Description

**Job Title:** Python Senior Back‑End Software Engineer **Role Summary:** Design, develop, and maintain cloud‑native back‑end services for a high‑frequency trading and risk analysis platform. Collaborate with quants, front‑end, and platform teams to deliver scalable, performance‑critical solutions using AWS, Rust, and Python (Django/FastAPI). **Expactations:** - Own end‑to‑end development of new back‑end features, from requirement gathering to production deployment. - Write clean, testable, and maintainable code, ensuring observability and high performance. - Mentor junior engineers and review code to maintain architectural standards. **Key Responsibilities:** - Engage with external clients to capture data requirements and design integration solutions for Horizon. - Collaborate with internal stakeholders (quants, risk advisory, capital market desks) to define new product features. - Implement AWS‑based architectures, including HTTP APIs, gRPC microservices, and event‑driven pipelines. - Design data models for complex trades across multiple asset classes; primary databases: MySQL and MongoDB. - Build performance‑critical components in Rust and enhance the existing Python codebase. - Perform ad‑hoc maintenance and scheduled process support for production applications. **Required Skills:** - Strong proficiency in Python (Django/FastAPI) and Rust; experience with both languages. - Solid understanding of relational (MySQL) and NoSQL (MongoDB, DynamoDB) databases. - Experience developing on AWS (Lambda, API Gateway, EventBridge, ECS/EKS). - Comfort with designing domain‑driven data models; ability to abstract financial products. - Familiarity with trade execution, portfolio management, or risk analysis concepts is a plus. - Excellent problem‑solving, debugging, and performance‑optimization skills. - Strong communication and stakeholder‑management abilities. **Required Education & Certifications:** - Bachelor’s degree or higher in Computer Science, Mathematics, Finance, or related field. - Any relevant certifications (e.g., AWS Certified Developer, AWS Certified Solutions Architect, or similar) are advantageous but not mandatory.

London, United kingdom

Hybrid

Senior

08-12-2025