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Eximius Group

Model Validation - Analyst

Eximius Finance
Royaume-Uni, Londres
Mise en ligne il y a 1 jour CDI 70,000
J
Mise en ligne par
James Thompson
Recruiter
My client, a tier 1 European Investment Bank, are looking to add an analyst to their very successful Model Validation function due to growth in the function.

Responsibilities: 

- Review rates, inflationa and hybrid derivative models 

- Help develop the benchmark models in the banks in house library using C++ 

- Work closely with Front Office Quants, Market Risk control and Trading 

 

Requirements:

- PhD in a matematical and numerical subject. 

- One to two years experience in a quantitative role. 

- Experience using C++ and Python and implementing complex derivatives models using Monte Carlo. 

Référence  JB12020213
À PROPOS DE CETTE ENTREPRISE
United Kingdom, London
Ressources humaines
Eximius Group helps business in the financial services, legal, technology, business support and energy sectors attract the best talent. Eximius Finan...
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