Model Validation Lead

  • Location
    Amsterdam, North Holland
  • Contract Type
  • Posted
  • Start Date
  • Industry
    Banking (in-house)
  • Expiry Date

Excellent opportunity to lead a key team working on derivative pricing models traded internationally as part of the Pricing Model Validation team. A nice refreshing way of life, working in an environment of knowledge sharing and collaboration.

The role

You will be both managing a small team of quants and also hands on performing validation of pricing models. Which involves taking a proposed model, making the judgement on its quality for what works and what will need to be changed. Accounting for any missed risk, developing alternative models, and make final judgement on the models.

Working on producing high quality reports, which you will discuss with various counterparts in front office and senior management. Presenting clearly the findings to committees.


Experience in management or leadership to take lead of a small team.

Deep knowledge in either modelling or validation of Equity, Commodities or FX.

A strong Quantitative background with knowledge in financial mathematics, stochastic calculus and derivative pricing

Excellent Python programming skills, able to develop further the libraries.

Clear English communication both written and verbal.

Please do apply if you feel you satisfy the requirements for this role, this is a life changing opportunity in a refreshing international community.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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