Job Description
We are looking for a Junior Quantitative Analyst to join our Quantitative Research team.
This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios.
As part of a growing quantitative team—alongside Quant Development, Quant Strategies, and Risk Advisory—you will play a key role in shaping the firm’s expanding capabilities in credit and equity derivatives, building on our established expertise in interest rate and FX risk.
Key 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, a...
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