Hybrids Model Validation Quant urgently required at this Leading Investment Bank with key rates and FX experience on this LIBOR Project
You must have experience of modelling and/or validating derivatives pricing models, A background in Rates, FX, or Hybrids products are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models. The position is based in London, the client can sponsor a work permit for the right person.
- 3 year+ experience of implementing and/or validating models for any asset class/products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team
- Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
- Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
- Strong programming skills in C++.
- You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions
Send your CV for immediate consideration.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Ben Baxter on:
Direct Line: +44 (0) 203 176 6647