Quantitative Model Risk Validator (Pricing & Risk)

Posted 4 days 5 hours ago by Macquarie Group

Permanent
Full Time
Other
London, United Kingdom
Job Description

Macquarie Group is seeking a Quantitative Analyst within the Model Risk Management team in London. You will participate in the independent validation of pricing and risk models across global trading activities, collaborating with quantitative developers, traders and risk professionals to review methodologies and assess performance.

You will apply quantitative techniques-Monte Carlo, SDEs, finite-difference methods-and communicate insights to support risk-informed decisions while developing