Senior Model Validator Algorithmic Trading

Overview

In this role you validate algorithmic trading models within a cross-asset risk framework, shaping model risk assessments and benchmarking. You will build benchmark models, run standardized testing, and contribute to a formal validation framework across London, Poland, and other regions. Mentoring across teams and collaboration with traders, quant analysts, and developers are key. You help ensure models are fit for use in risk reporting and regulatory stress testing, driving quality and consistency.

Pay / Benefits

• competitive salary and benefits
• flexible working options
• wellbeing support and digital platform
• continuous learning and reskilling
• global inclusion and values-driven culture
• retirement savings and insurance

Responsibilities

• Validate algorithmic trading models across asset classes and assess associated model risk
• Build benchmark and alternative models; develop standardized testing suites
• Collaborate with traders, front-office quants, developers, and risk/valuation teams throughout the model lifecycle
• Deliver high-quality validations within agreed timelines
• Liaise with stakeholders to ensure proper review and validation of models
• Contribute to governance, data integrity in GAME, and compliance with model risk policies and standards
• Mentor team members across London and Poland locations
• Support ad hoc topics within the scope of Model Risk Management

Key requirements

• Strong quantitative background with PhD or equivalent in numerical fields
• Demonstrable knowledge of statistical and machine learning techniques
• Proficiency in Python; experience with ePricing platforms is desirable
• Experience in validation or development roles for algorithmic trading / pricing (min 5 years desirable)
• Advanced knowledge of FX/Fixed Income markets and market practices
• Familiarity with hit rate models, execution algorithms, automated hedging, alpha prediction
• Experience with time series analysis, classification, supervised/unsupervised learning
• Excellent written and oral communication skills
• English proficiency

• collaboration
• communication
• problem-solving
• statistical / machine learning methods
• FX/Rate e-markets
• Python

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