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Quantitative Analyst

Quantitative Analyst

Hybrid

London, United kingdom

Freelance

08-05-2025

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Expired

Job Specifications

Front Office Quantitative Analyst

Location: London
Contract Type: Initial 6-month contract, with potential for a 2-year role
Working Arrangement: 3 days in the office per week

Overview
We are seeking a highly skilled Front Office Quantitative Analyst to join our team. This role involves working on valuation models for various financial products, ensuring compliance with new UK regulations that mandate good governance around models.

Key Responsibilities

Model Development and Validation:
Develop and validate models for pricing swaptions, Bermudan options, Constant Maturity Swaps (CMS), equity exotics (equity barrier options), inflation vanilla swaps, and Credit Valuation Adjustment (CVA).
Perform initial model testing and convergence testing to prove model performance.
Continuously monitor model performance and set up automated testing processes.

Documentation:
Write comprehensive model documentation as part of the validation process.
Ensure all documentation meets regulatory standards and internal guidelines.

Collaboration:
Work closely with model developers and model owners to identify and close gaps in existing models.
Engage with stakeholders to understand their requirements and provide solutions.

Requirements

Quantitative Skills:
Strong background in quantitative finance, with experience in valuation models for non-linear payoffs.
Expertise in at least one of the following: swaptions, Bermudan swaptions, FX options, equity exotics, inflation swaps, or CVA.

Technical Knowledge:
Ability to define models, write down equations, calibrate models, and implement them effectively.
Familiarity with the tricks and techniques used in model implementation.

Experience:
Previous experience in a Front Office environment is preferred.
Proven track record of producing high-quality model documentation.

Interpersonal Skills:
Strong communication skills to explain complex models and their implementation.
Ability to work collaboratively in a team-oriented environment.

About the Company

We're a leading recruiter with a team of over 250 consultants working in London, Guildford, Milton Keynes, St Albans, Birmingham, New York, Philadelphia, and San Diego. Our specialist teams hire outstanding people for permanent, temporary, and interim roles with some of the finest employers around, from up-and-coming SMEs to global blue chips. Like the people we work with, we're growing all the time. We now cover over 20 recruitment specialisms and counting: Corporate functions Accountancy and finance | HR | Procurement a... Know more