Overview
In this role you will be embedded with the quant desk at a Tier 1 investment bank, shaping modelling outcomes from the front line. You will challenge assumptions, spot weaknesses, and produce clear, validation-ready documentation. You’ll guide submissions to model validation and act as a bridge to pre-empt issues. This is a rigorous, knowledge-sharing environment where you collaborate with FO quants to improve trading and structuring models.
Responsibilities
- Review and guide FO quant model submissions with a critical eye
- Develop, test, and refine models using Python notebooks
- Produce high-quality, validation-ready documentation
- Interact proactively with model validation teams
- Support trading and structuring teams as a first-line quant
Key requirements
- Deep experience in equity or hybrid derivatives modelling
- Previous front-office quant experience (not second-line validation or risk)
- Strong understanding of model lifecycle and regulatory context
- Excellent communication skills (technical writing and spoken)
- strong communication
- proactive collaboration
- attention to detail
- Python notebooks for modelling
- equity or hybrid derivatives modelling
- model lifecycle awareness
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