Global Investment Bank is looking to add a Senior Quantitative Analyst to their Market Model Validation group based in London.

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The main objective of the role is to ensure the integrity of pricing/hedging models used to support the trading capability, across the UK/US markets, of the dealing rooms as per the key accountabilities mentioned above. This is a validation role which provides the opportunity for participation of development of a validation pricing library.
Other responsibilities for this role include: providing risk support to trading/deal making and risk management activities. This person will have significant interaction with the Bank's dealing rooms and provide analytical support to colleagues undertaking specialist research on issues surrounding trading/deal making, including validation of pricing models. They will provide analytical support to risk and capital management activities in the traded markets area; provide validation function to business units and provide guidance on methodological and business issue to colleagues.

Qualifications for this role include a PhD, DEA or equivalent, ideally with a focus in mathematics, physics, engineering or actuarial studies. The successful candidate will be mathematically competent, has a strong knowledge of the financial markets in the interest rate and credit derivative markets, and strong C++ programming skills. Experience within FX, commodities and equities is a plus. The ideal candidate will have a background working on the trading floor or may have been working in a risk management area of another bank.