We're Hiring: FO Quant Model Development - Manager | Model Validation Quant - Pricing

Join a leading - Regulatory & Financial Risk- team to design, validate, and enhance advanced pricing and risk models that power front-office decisions across global markets.

What You'll Do :

- Lead development and enhancement of pricing and risk models for derivatives and structured products

- Build and optimize production-grade C++ models and Python scripts for calibration, analytics, and automation

- Validate model performance, review methodologies, and ensure regulatory compliance (BCBS, ICAAP, etc.)

- Collaborate with trading, structuring, risk, and valuation control teams to deliver reliable quant libraries

- Support governance, performance monitoring, and documentation of model frameworks

What We're Looking For :

- 10+ years of hands-on experience in quantitative model development or validation

- Strong expertise in C++ and Python for model implementation and automation

- Proven experience with derivatives, structured products, or quantitative pricing models

- Deep understanding of credit risk, valuation adjustments, and regulatory frameworks

- Degree in Mathematical Finance, Financial Engineering, Applied Mathematics, or Physics (MSc/PhD preferred)

- Experience in investment banking, financial risk, or consulting environments

If you're a seasoned quant professional ready to take on a leadership role in front-office model development and validation, we'd love to connect!