Job: Model Validation Pricing Derivatives Quant Location: London, UK – Hybrid working; travel to office is required Full Time Employment – Contract via Umbrella Start Date: ASAP Interview process may require on-site presence Overview: We are seeking a talented Quantitative Analyst with a strong background in derivatives pricing, model validation, and front office support. The ideal candidate will play a critical role in ensuring the accuracy, reliability, and compliance of pricing models across the organization, while collaborating closely with the front office and risk teams. Key Responsibilities: Develop, enhance, and validate derivatives pricing models for a variety of asset classes, ensuring alignment with regulatory standards and internal policies. Support the front office with quantitative solutions, including pricing, risk analysis, and model implementation. Conduct independent model validation, assessing methodologies, assumptions, and performance metrics. Analyze and interpret financial market data to improve pricing models and risk assessments. Work collaboratively with traders, risk managers, and technology teams to implement and optimize models. Prepare comprehensive documentation for models, validation findings, and regulatory submissions. Requirements: Proven experience in derivatives pricing, model validation, and front office quantitative support. Strong programming skills in Python, C++, or a similar language. Advanced knowledge of stochastic calculus, financial mathematics, and risk-neutral pricing. Familiarity with regulatory frameworks such as FRTB, IFRS 13, or Basel standards is a plus. Excellent communication skills to effectively liaise with stakeholders across various teams. Master’s or Ph.D. in a quantitative discipline (e.g., Mathematics, Financial Engineering, Physics, or similar). WHO WE ARE Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement. IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation. As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.