Quantitative Researcher

We are looking for a 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, 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.

• 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.

Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers, and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology.

Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), health care, retirement plans, and financial support towards professional qualifications.

Our core company values are;

• Accountability – Getting it done and owning the result.
• Teamwork – We succeed by helping others succeed.
• Integrity – We serve our clients; the responsibility is sacrosanct. 
• Diversity – Diversity boosts creativity – creativity is our edge.
• Kaizen – Strive to do things better. Innovation kills complacency.

Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.