Quant Model Validation Job at Randstad (Sydney)

Head of Model Review & Governance

A leading multi-strategy hedge fund is hiring a Head of Model Review & Governanc...

Location

United States , New York; Miami

Salary:

200000.00 - 250000.00 USD / Year

Selby Jennings

Expiration Date

Until further notice

Requirements

Masters/PhD in a quantitative field
10+ years of experience in pricing model development, model validation, or risk management
Deep understanding of derivatives products and associated risks
Experience in derivative pricing model development and/or validation
Strong coding skills in Python, including building tools for model validation and testing
Proven track record of leading a risk modelling or pricing strats team
Highly detail-oriented with strong ownership mindset
Excellent interpersonal and communication skills, capable of presenting complex concepts to technical and non-technical audiences

Job Responsibility

Oversee and coordinate model review activities across asset classes to ensure rigorous and consistent validation of pricing models
Lead Model Validation groups and quant risk/research teams working on cross-asset projects
Maintain comprehensive documentation of model testing, ensuring compliance with internal governance standards
Manage the inventory of pricing and risk models
Act as a subject matter expert on pricing models and governance, providing guidance to internal stakeholders
Continuously enhance the model governance framework

New

Quant Analytics Wholesale Credit Risk Modeller

Join us as a "Quant Analytics Wholesale Credit Risk Modeller" at Barclays Quanti...

Location

India , Mumbai

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Hands on coding experience (as a full-stack developer / agile developer etc.)
Preferable language is Python, C/C++
Knowledge of Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD))
Experience in IFRS9/CECL/ CCAR can also be considered
Experience in stress Testing/Scenarios Modelling
Experience in Model Development and/or Model Validation (core development experience)
Experience in Statistical Modelling (preferably for Wholesale credit book)

Job Responsibility

Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions
Development of high performing, comprehensively documented analytics and modelling solutions
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment

What we offer

Wellness rooms
Gyms
Mental health support
Modern workspaces
Collaborative areas
State-of-the-art meeting rooms
On-site cafeterias
Fitness centers
Tech-equipped workstations

Fulltime

New

Lead Securities Quantitative Analytics Specialist

Our Corporate & Investment Banking Front Office Quantitative Model Development T...

Location

United States , NEW YORK; CHARLOTTE

Salary:

185000.00 - 300000.00 USD / Year

Wells Fargo

Expiration Date

February 22, 2026

Requirements

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
5+ years of quantitative development experience
4+ years interest rates modeling and model implementation
4+ years of front office derivatives Quant model experience
Team player with excellent verbal and written and interpersonal communication skills
Strong experience in derivatives modeling and implementation, especially rates products and models
Experience working with Sales and Trading partners as a front office quant
Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods
Strong hands-on programming skills in C++ and Python, and proficient in the model implementation
Delivery focused with experience partnering with technology to deploy models within a system

Job Responsibility

Design, development, and implementation of quantitative models for interest rates risk management, trading strategies, and pricing of interest rates products
Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization
Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process
Support the trading desk with questions about deployed models
Proactively participate in complex software design & development activities within an Agile environment
Contribute to large-scale project planning, balancing short and long-term objectives
Use quantitative and advanced technologies to solve complex business problems
Meet deliverables while adhering to policies, procedures, and compliance requirements
Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals

What we offer

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement

Fulltime

!

Quant, Macro Rates Flow VP

Join Barclays as a Quant, Macro Rates Flow VP. At Barclays, our vision is clear ...

Location

United States , New York

Salary:

150000.00 - 225000.00 USD / Year

Barclays

Expiration Date

Until further notice

Requirements

Quantitative modeling experience for linear rates products (curves, swaps, futures, basis, inflation)
Python and C++ for research, prototyping, and production deployment
Market data handling, time-series analysis, and statistical inference
Risk analytics, P&L attribution, and scenario/stress analysis
System design awareness: latency, data pipelines, and model validation

Job Responsibility

Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets
Working closely with sales teams to identify clients' needs and develop customised solutions
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Provide front office infrastructure support though ownership and maintenance of analytical libraries
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment

Fulltime

Quant Risk Management Consultant

You will join a leading financial institution within their Quantitative Risk Man...

Location

United Kingdom , London

Salary:

Not provided

Orbis Consultants

Expiration Date

Until further notice

Requirements

Master’s degree in Mathematics, Finance, Economics, Statistics, or related quantitative discipline
Strong understanding of probability theory, stochastic processes, and financial mathematics
Experience or internship background in quantitative finance / risk management
Hands-on programming experience with Python (live coding test required)
Knowledge of C++, R, or SQL desirable
Excellent analytical, written and verbal communication skills

Job Responsibility

Conduct empirical studies to inform margin modelling and risk mitigation strategies
Support the back-testing of margin models and validation of assumptions
Develop and execute quality assurance test cases for margin methodology code
Build and enhance tools for data cleaning, analysis, and synchronization
Contribute to risk model research and documentation within the Quant Risk function

Fulltime

Quant Risk Management Consultant

You will join a leading financial institution within their Quantitative Risk Man...

Location

United Kingdom , London

Salary:

Not provided

Orbis Consultants

Expiration Date

Until further notice

Requirements

Master’s degree in Mathematics, Finance, Economics, Statistics, or related quantitative discipline
Strong understanding of probability theory, stochastic processes, and financial mathematics
Experience or internship background in quantitative finance / risk management
Hands-on programming experience with Python (live coding test required)
Knowledge of C++, R, or SQL desirable
Experience analysing derivatives pricing, volatility, and correlations highly advantageous
Excellent analytical, written and verbal communication skills

Job Responsibility

Conduct empirical studies to inform margin modelling and risk mitigation strategies
Support the back-testing of margin models and validation of assumptions
Develop and execute quality assurance test cases for margin methodology code
Build and enhance tools for data cleaning, analysis, and synchronization
Contribute to risk model research and documentation within the Quant Risk function

Intermediate Quality Analyst

As a Data Quality Engineer in the Global Markets division of a leading investmen...

Location

Canada , Mississauga

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Minimum 2 years of experience in Quality Assurance
Strong experience in automation using Java for Backend testing, API testing
Hands-on experience in automation/tooling using Python
Proficiency in SQL for data validation and querying large datasets
Strong analytical and troubleshooting skills for debugging data quality issues
Ability to work in a fast-paced trading environment with cross-functional teams
Experience embedding data quality tests in DevOps CI/CD pipelines
Experience working in AWS, Azure, or GCP data services is a plus

Job Responsibility

Develop and implement automated data quality checks for real-time and batch trading data
Support initiatives related to User Acceptance Testing (UAT) process and product rollout into production
Monitor and validate data pipelines for trade execution, pricing models, risk analytics, and post-trade settlement
Work with trading desks, quants, and data engineers to identify and resolve data anomalies
Build data profiling, lineage tracking, and metadata management solutions to ensure traceability and compliance
Integrate data validation rules into CI/CD pipelines, ensuring continuous data reliability in trading applications
Conduct root cause analysis for data quality issues and drive corrective actions
Ensure compliance with global financial regulations
Collaborate with DevOps and Cloud teams to optimize data quality solutions in cloud-based environments (AWS, Azure, GCP)
Leverage AI/ML-based anomaly detection models to proactively detect data inconsistencies

Fulltime

Sr. QA Analyst

As a Data Quality Engineer in the Global Markets division of a leading investmen...

Location

India , Pune

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Minimum 5 years of experience in Quality Assurance
Strong experience in automation using Java for Backend testing, API testing
Hands-on experience in automation/tooling using Python
Proficiency in SQL for data validation and querying large datasets
Strong analytical and troubleshooting skills for debugging data quality issues
Ability to work in a fast-paced trading environment with cross-functional and global teams
Experience embedding data quality tests in DevOps CI/CD pipelines
Experience working in AWS, Azure, or GCP data services is a plus

Job Responsibility

Develop and implement automated data quality checks for real-time and batch trading data
Support initiatives related to User Acceptance Testing (UAT) process and product rollout into production
Monitor and validate data pipelines for trade execution, pricing models, risk analytics, and post-trade settlement
Work with trading desks, quants, and data engineers to identify and resolve data anomalies
Build data profiling, lineage tracking, and metadata management solutions to ensure traceability and compliance
Integrate data validation rules into CI/CD pipelines, ensuring continuous data reliability in trading applications
Conduct root cause analysis for data quality issues and drive corrective actions
Ensure compliance with global financial regulations
Collaborate with DevOps and Cloud teams to optimize data quality solutions in cloud-based environments (AWS, Azure, GCP)
Leverage AI/ML-based anomaly detection models to proactively detect data inconsistencies

Fulltime

Quant Model Validation

Randstad

Location:
Australia , Sydney

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
February 18, 2026

Expiration:
February 20, 2026

Looking for more opportunities? Search for other job offers that match your skills and interests.

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Location:Australia , Sydney

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Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:February 18, 2026

Expiration:February 20, 2026

Looking for more opportunities? Search for other job offers that match your skills and interests.

Similar Jobs for Quant Model Validation

Head of Model Review & Governance

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Location:
Australia , Sydney

Category:
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Contract Type:
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Job Posted:
February 18, 2026

Expiration:
February 20, 2026