Senior Model Validation Quantitative Analyst - Quanteam

External

Efinancialcareers · London, UK

Full-timeOn-siteToday

PythonRisk Management

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About the role

Our Expertise We provide high-impact consulting across five key domains: Quantitative Finance - Model design, implementation and validation. Risk & Regulatory - Risk frameworks and regulatory transformation. Data & AI - Data optimisation and AI adoption with strong governance. Digital & Technology - Cloud, engineering, automation and digital solutions. Transformation - Change management and large-scale delivery programmes. Our Commitment Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities. Benefits & Inclusion We offer a competitive UK-aligned package, including: Competitive salary and performance bonus Private medical insurance, including mental health support Pension 25 days annual leave Schemes: Cycle to work, Perks at work, Home and tech Training and development opportunities We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.

Responsibilities

Perform end-to-end independent validation of quantitative models, including:

Conceptual soundness and theoretical foundations

Assumptions, limitations, and appropriateness of use

Empirical testing, benchmarking, and sensitivity analysis

Validate models across areas such as market risk, credit risk, capital, stress testing, and pricing (scope depending on experience).

Review model implementation (code, calculations, data usage) and identify model risk issues.

Produce clear, well-structured validation reports for senior governance forums.

Provide constructive challenge to model developers and propose remediation actions.

Support regulatory reviews, internal audits, and ongoing model governance activities.

Contribute to the continuous improvement of model validation standards and methodologies .

Who We're Looking For - Technical Expertise

Strong academic background in mathematics, statistics, econometrics, physics, engineering, or quantitative finance .

Solid experience in model validation, quantitative analytics, or model risk management within banking, consultancy, or financial services.

Strong understanding of:

Statistical modelling and time-series analysis

Risk modelling frameworks (e.g. VaR, stress testing, PD/LGD, capital models)

Proficiency in Python, R, or similar quantitative programming languages ; ability to review and challenge model code.

Familiarity with model risk governance and regulatory expectations (e.g. SR 11-7, ECB, PRA, Basel).

Ability to independently design validation tests and benchmarks.

Who We're Looking For - Behavioural Traits

Intellectually curious with a strong instinct to challenge assumptions and dig into model behaviour.

Confident but collaborative , able to engage constructively with model developers and senior stakeholders.

Clear and concise communicator, capable of translating complex quantitative topics for non-technical audiences.

High standards of professional judgement, independence, and integrity .

Well-organised, resilient, and comfortable managing multiple model reviews in parallel.

Motivated to develop technical depth while contributing to broader model risk strategy.

Senior Model Validation Quantitative Analyst - Quanteam

About the role

Responsibilities

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Company Intel

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