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Quantitative Analyst, Model Validation - London, United Kingdom,

£100k

Quantitative Analyst, Model Validation
London
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++

BENEFITS

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.