Job Description
In your new job as a Quantitative Model Validation Engineer, you will sit within an independent Model Validation team responsible for validating and monitoring crossasset quantitative models and analytics delivered to clients. You’ll work at the intersection of quantitative finance, software engineering, and risk assurance critically assessing models, building validation frameworks, and ensuring analytics meet the highest technical and methodological standards.You will:Design and implement validation frameworks to assess the performance of quantitative analytics.Perform indepth validation of financial models using appropriate performance metrics.Build technical solutions to validate and monitor models over time.Develop a strong understanding of quantitative libraries and their core components.Produce clear, wellstructured validation reports and present findings to internal stakeholders.Define testing strategies while documenting methodologies, assumptions, and limitations.Contribute to automated test frameworks and ongoing model monitoring.Apply deep knowledge of financial markets, pricing conventions, and valuation assumptions.Solve complex analytical and technical problems with a high degree of independence.
Responsibilities + Skills
Education
Strong understanding of quantitative models and validation methodologies.Advanced Python skills with good development and coding practices.Handson experience with core Python data structures and libraries.Solid knowledge of financial markets, products, and pricing frameworks.Proven problemsolving ability on complex, modeldriven challenges.Ability to clearly communicate technical findings to nontechnical stakeholders.
Experience