Title: Model Validation- Pricing Interest Rate Derivatives

Location: London

Salary: Up to £150,000

I am working with a leading investment bank looking for a Model Validator to join their Model Risk Management team.

The role will involve reviewing the mathematical assumptions underpinning Interest Rate Derivatives pricing models, assessing implementation methods, and identifying potential risks. You''ll be expected to independently review and implement models, primarily using Python for testing and analysis.

I am looking for someone with experience in model validation or a similar role at a top-tier bank and a strong technical foundation, ideally a PhD or Master''s degree in a quantitative field such as Mathematics, Financial Mathematics, Physics, or Statistics. You''ll need to be fluent in Python and have a solid grasp of interest rate products and markets.

If you meet the above criteria, please apply or send your CV to hadjra.sohawon@goodmanmasson.com

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.