Not specified; competitive salaries mentioned; ran...
Postgraduate degree in applied mathematics or finance
Strong knowledge of python, r, or matlab
Experience with var/es risk models and numerical algorithms
The Quantitative Validator will perform independent model validation for pricing, rates, and margin models while assessing their mathematical soundness
Job Summary
The Quantitative Validator will perform independent model validation for pricing, rates, and margin models while assessing their mathematical soundness.
LSEG offers a comprehensive benefits package including 25 days' holiday, annual wellness allowance, and a Share Purchase Plan.
This role requires collaborating with first-line developers and second-line risk teams to identify risks and create detailed validation deliverables.
Matching Summary
The Quantitative Validator will perform independent model validation for pricing, rates, and margin models while assessing their mathematical soundness.
Salary
Not specified; Competitive salaries mentioned; Range of attractive benefits provided
Skills & Requirements
Must-have
Postgraduate degree in Applied Mathematics or Finance
Strong knowledge of Python, R, or Matlab
Experience with VaR/ES risk models and numerical algorithms
Ability to perform model sensitivity tests and back testing
Understanding of LLM family of models and Wealth Management
Nice-to-have
Interest in Index methodologies and Sustainability finance
Collaborative soft skills to engage senior staff
Intellectual curiosity to independently research topics
Familiarity with Microsoft Office suite tools
Keen interest in model risk management
Key Requirements
MSc/PhD in Applied Mathematics, Computer Science, Finance, Statistics, Physics, or Engineering
Good understanding of quantitative tools and techniques
Proven writing skills for creating validation reports