Model Validation Quant — Cross-Asset Derivatives Expert

eFinancialCareers is seeking an experienced Model Validation Quant to join our investment banking team in London. The role requires a strong quantitative background, cross-asset derivatives experience and solid derivatives pricing knowledge, with the ability to independently challenge complex pricing and XVA models.

Rate: £700-£750 per day inside IR35 on a 6-month rolling contract. Strong programming in Python or C++ is needed; candidates with XVA, derivatives pricing or model validation

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