Quantitative Analyst, Model Validation - London, United Kingdom,
Quantitative Analyst, Model Validation
Up to £100,000 plus competitive benefits package
One of the largest banks worldwide are on the looking for a talented Quantitative Analyst who is up for a challenging opportunity to help them with the review and validation of their front office derivative pricing models. Ideally you will have a MSc or PHD in a highly numerical subject along with experience in Model Validation which has been focussed on XVA.
DAY TO DAY RESPONSIBILITIES
- Review and Validation of front office derivative Pricing Models
- Implementation of Models in C++
- Model development and methodology development in order to assess Model Risk
- Stakeholder management
- Interacting with Trading, Front Office Developers, Market Risk to ensure that Models are reviewed as quickly as possible.
WHAT IS REQUIRED FROM YOU:
- MSC or PHD (preferred) in a highly numerical subject
- Proven experience in Model Validation or Front Office quantitative role
- Understanding of Mathematics and Stochastic calculus
- Experience in XVA Modelling
- Experience in implementing Models in C++
You should expect to earn up to £100,000 plus a competitive benefits package
HOW TO APPLY?
Please register your interest by sending your CV via the Apply link on this page.