Quant Roles- VP
Quant Analytics & Validation: Desk Mandates (Cross-Asset, London) The desk is busy right now—we’re running exclusive mandates for two major global trading houses, each scaling up their quantitative analytics, validation, and trading model capabilities. Multiple high-impact roles available (AVP through VP).
Quant Analytics & Validation: Desk Mandates (Cross-Asset, London)
The desk is busy right now—we’re running exclusive mandates for two major global trading houses, each scaling up their quantitative analytics, validation, and trading model capabilities. Multiple high-impact roles available (AVP through VP).
Open Roles Include:
- Credit Validator
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Validate and benchmark pricing models and algorithmic trading models for credit derivatives (CDS, tranches, indices, structured products, ABS, repos)
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Assess model risk, test methodologies, produce technical validation reports, and advise stakeholders
- Rates Model Validation Quant
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Validate and enhance pricing/risk models for rates derivatives and interest rate products (swaps, swaptions, macro bonds, FRTB, IMA)
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Build testing frameworks and support front office rates trading desk.
- FX Quant / FX Model Validation / eFX Quant
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Model development and validation for FX and eFX pricing/trading models, including options and algorithmic pricing engines
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Emphasis on production Python/C++/Java and experience closely supporting FO trading
- Equity Model Validation Quant
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End-to-end model validation for equity derivatives and exotics, scenario and analytics frameworks, and regulatory compliance
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Lead validation of front office models for systematic, structured, and hybrid equity strategies
Who Should Apply?
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PhD/MSc or equivalent in mathematical finance, engineering, mathematics, or quantitative disciplines
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Proven front office, quant research, model validation, or model development track record (ideally with leadership or mentoring)
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Strong cross-asset product knowledge (any of credit, rates, FX, equity)
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Advanced programming skills (Python, C++, or similar)
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Experience writing technical validation reports and communicating findings to trading, quant, and risk.
If you meet the above set criteria, please apply or send a copy of your CV to hadjra.sohawon@robertwalters.com
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
About the job
Contract Type: Permanent
Specialism: Risk & Compliance
Focus: Risk - Market Risk
Industry: Financial Services
Salary: £130,000 - £135,000 per annum
Workplace Type: Hybrid
Experience Level: Senior Management
Location: City of London
FULL_TIMEJob Reference: FUOX7C-2CB07BFB
Date posted: 21 November 2025
Consultant: Hadjra Sohawon
london risk-and-compliance/market-risk 2025-11-21 2026-01-20 financial-services City of London London GB GBP 130000 135000 135000 YEAR Robert Walters https://www.robertwalters.co.uk https://www.robertwalters.co.uk/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png true