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Quant Roles- VP

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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

  • Validate and benchmark pricing models and algorithmic trading models for credit derivatives (CDS, tranches, indices, structured products, ABS, repos)

  • Assess model risk, test methodologies, produce technical validation reports, and advise stakeholders

- Rates Model Validation Quant

  • Validate and enhance pricing/risk models for rates derivatives and interest rate products (swaps, swaptions, macro bonds, FRTB, IMA)

  • Build testing frameworks and support front office rates trading desk.

- FX Quant / FX Model Validation / eFX Quant

  • Model development and validation for FX and eFX pricing/trading models, including options and algorithmic pricing engines

  • Emphasis on production Python/C++/Java and experience closely supporting FO trading

- Equity Model Validation Quant

  • End-to-end model validation for equity derivatives and exotics, scenario and analytics frameworks, and regulatory compliance

  • Lead validation of front office models for systematic, structured, and hybrid equity strategies

Who Should Apply?

  • PhD/MSc or equivalent in mathematical finance, engineering, mathematics, or quantitative disciplines

  • Proven front office, quant research, model validation, or model development track record (ideally with leadership or mentoring)

  • Strong cross-asset product knowledge (any of credit, rates, FX, equity)

  • Advanced programming skills (Python, C++, or similar)

  • 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

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

Job Reference: FUOX7C-2CB07BFB

Date posted: 21 November 2025

Consultant: Hadjra Sohawon