Full Time

Senior Quantitative Analyst

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Expiration Date: July 23, 2023

About the job

A leading international bank are searching for a Senior Quantitative Analyst to support their front-office trading team in London.

The team are searching for a Senior Quantitative Analyst to optimise front-office exotic derivative pricing models, algo-trading models, exotic pricing components of XVA models, counterparty credit risk models, and market risk methodologies.


  • Work alongside the Global Head of Quantitative Analytics to provide a tangible improvement of the mathematical modelling attributed to derivative valuation, algorithmic trading, market risk and counterparty risk models.
  • Apply stochastic calculus methodologies for derivative valuations
  • Apply advanced statistical methodologies, including random forest or competing statistical deep learning methodologies for application in algorithmic trading
  • Work with stakeholders in trading, development, market risk, counterparty risk, and XVA valuation control throughout the modelling lifecycle
  • Contribute to the implementation of independent benchmark models and development of standardized testing suites to enable the effective exploration and quantification of model risk.
  • Provide in-depth technical model reviews to explain how models could be improved


  • Ph.D. or M.Sc. in a STEM topic
  • Experience implementing mathematical methodologies (Black-Scholes, Stochastics) to traded products
  • Practical model validation experience, or model development experience with an ability to think critically
  • Strong object object oriented programming ability, ideally including C++
  • Strong communication skills to facilitate the ability to work effectively as part of a global team and liaise with key stakeholders.
  • Fluency in written and spoken English.
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