Model Validation- Quantitative Analyst (Central Clearing)

I am working with a prominent financial market infrastructure provider to appoint a Quantitative Analyst within its independent risk function. This is a hybrid role based in London, with three days per week in the office. The position sits within the second line of defence and is focused on validating models used to measure financial risk.

• Validate and challenge risk models used to measure credit, market, and liquidity risk exposures.
• Test and validate models supporting central clearing across commodities and derivatives markets; assess models in a CCP environment.
• Collaborate with first and second line teams; feed findings into governance processes, including model risk committees and reporting to senior management.
• Produce clear validation reports, translate model behaviour into accessible insights, and ensure model use remains aligned with regulatory and policy expectations.
• Hands-on technical work in Python and SQL; maintain thorough documentation.

• Advanced academic background in mathematics, physics, statistics, or engineering.
• Practical experience in risk model validation or quantitative risk management.
• Experience in CCP or financial institution directly supporting central clearing activity is preferred.
• Strong Python and SQL skills; strong domain knowledge of CCP risk frameworks.

• Location: City of London
• Workplace Type: Hybrid
• Contract Type: Permanent
• Experience Level: Associate
• Salary: £100,000 - £115,000 per annum
• Consultant: Hadjra Sohawon

To apply: please send a copy of your CV to

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