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Quant Model Development Manager
2 weeks ago
We're Hiring: FO Quant Model Development - Manager | Model Validation Quant - Pricing
Join a leading - Regulatory & Financial Risk- team to design, validate, and enhance advanced pricing and risk models that power front-office decisions across global markets.
What You'll Do :
- Lead development and enhancement of pricing and risk models for derivatives and structured products
- Build and optimize production-grade C models and Python scripts for calibration, analytics, and automation
- Validate model performance, review methodologies, and ensure regulatory compliance (BCBS, ICAAP, etc.)
- Collaborate with trading, structuring, risk, and valuation control teams to deliver reliable quant libraries
- Support governance, performance monitoring, and documentation of model frameworks
What We're Looking For :
- 10 years of hands-on experience in quantitative model development or validation
- Strong expertise in C and Python for model implementation and automation
- Proven experience with derivatives, structured products, or quantitative pricing models
- Deep understanding of credit risk, valuation adjustments, and regulatory frameworks
- Degree in Mathematical Finance, Financial Engineering, Applied Mathematics, or Physics (MSc/PhD preferred)
- Experience in investment banking, financial risk, or consulting environments
If you're a seasoned quant professional ready to take on a leadership role in front-office model development and validation, we'd love to connect