Hybrid Quantitative Analyst

at Validus Risk Management

• Job title: Quantitative Analyst
• Job type: Full Time
• Experience level: Mid level, Senior
• Salary: Not specified
• Degree requirement: Postgraduate Degree
• Tech skills: Python, Rust
• Location requirements: Hybrid, London, United Kingdom

About the role

• Quantitative Analyst developing pricing and risk models for credit and equity derivatives. Collaborating with teams to enhance market risk capabilities in London, UK.

Responsibilities

• Design, develop, and document pricing and risk models for credit and equity derivatives as part of the firm’s strategic expansion in these areas.
• Work closely with Quant Dev to integrate new models into our internal Python-based risk platform.
• Support the Quant Strategies and Risk Advisory teams with model calibration, validation, and interpretation across private credit and equity-related exposures.
• Contribute to liquidity risk modelling, credit charge calculation, and scenario analysis for private market portfolios.
• Conduct research into new modelling methodologies and maintain awareness of market and regulatory developments.
• Translate complex model outputs into actionable insights for both internal and external stakeholders.
• Prepare technical documentation, testing frameworks, and presentation materials for model sign-off and client communication.

Requirements

• Minimum 3 years of experience in a quantitative finance, risk modelling, or financial engineering role.
• Master’s degree or higher in a quantitative/STEM field (e.g., Mathematics, Physics, Financial Engineering, Computer Science).
• Practical experience with pricing and risk management of credit and/or equity derivatives, ideally across multiple asset classes.
• Strong programming skills in Python for financial modelling and data analysis.
• Solid understanding of market risk concepts including VaR, stress testing, sensitivities, and exposure analysis.
• Ability to work independently on model design and testing, while collaborating effectively with cross-functional teams.
• Excellent communication skills and the ability to explain quantitative results to non-specialist audiences.
• Strong attention to detail and ability to manage multiple project streams.
• **Preferred Qualifications:**
• Experience with C++ or Rust for performance-critical quantitative modelling.
• Familiarity with private market liquidity risk, credit charges, and illiquid portfolio analytics.
• Exposure to interest rate and FX derivatives and related risk frameworks.

Benefits

• Competitive remuneration package (salary + bonus)
• Health care
• Retirement plans
• Financial support towards professional qualifications