Quantitative Analyst

Quantitative Analyst Job Description Template

Our company is looking for a Quantitative Analyst to join our team.


  • Validate XVA models for front office;
  • Update the PFE models across all asset classes;
  • Work with Front office, Traders and back office to improve business functions;
  • Develop risk models and also review these models to test for accuracy, data proficiency and numerical precision;
  • Improve the existing system controls.


  • Previous experience working within model development or model validation;
  • Counterparty credit risk experience;
  • Advanced programming use with either VBA, C#, Python or similar;
  • Pricing model experience preferable;
  • Excellent communication skills, both written and verbal;
  • Demonstrable experience in a Model Validation or Front Office Quant role;
  • Knowledge of Rates or Credit products;
  • Deep understanding of interest Rates and FX derivative models;
  • Experience within a large quant library;
  • Experience designing and implementing pricing models;
  • Experience coding in C++ in a managed codebase;
  • Strong C++
  • Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience;
  • MSc/PhD Maths, Physics, Statistics etc;
  • Experience of Python.