Senior Model Validation Senior Model Validation …

Anson McCade
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 26 sept. 20
GBP10000 - GBP130000 per annum + + Bonus, Pension, Medical
Anson McCade
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 26 sept. 20
GBP10000 - GBP130000 per annum + + Bonus, Pension, Medical
Model Risk Validation - VP level (C++/ Python/ Monte Carlo) Does complex modelling excite you? Are you an innovative thinker?

Model Risk Validation - VP level (C++/ Python/ Monte Carlo)

Does complex modelling excite you? Are you an innovative thinker?

Your future are a world-renowned European Investment Bank. They are on the lookout for a passionate Equity Derivs/ Hybrid Equity Derivs model validator. The primary objective of the team is validation of the models used for valuation and management of the firms trading positions.

If you are a smart, self-motivated individual with a genuine interest in quantitative finance, they would love to speak to you.

Responsibilities of the Model Risk Validation Role (C++/ Python/ Monte Carlo):

  • Contribute to the development of bench mark models in C++ within and in house cutting edge library.
  • Independently review exotic equity derivatives models.
  • Approve exotic equity trade transactions.
  • Provide expertise on model stability, calibration, speed and accuracy.
  • Work closely with the FO Quants, Traders and Market Risk.

Requirements of the Model Risk Validation Role (C++/ Python/ Monte Carlo):

  • 4 years' work experience in a similar quantitative role.
  • MSC or a PHD in a similar quantitative role.
  • Experience in C++ and Python, and experience implementing complex equity derivative models using Monte Carlo and/or differential equation techniques.
  • Methodical, precise and accurate.
  • Motivated to drive strategic initiatives, while keeping strong attention to detail.

If this sounds like something you would at least like to hear more about please forward your CV or call on +44(0)20 7780 6706

Reference: AMC/AAN185

Position: Model Risk Validator

Location: London

Type: Permanent

Salary: £ 100,000 - £130,000 + Substantial Bonus

Contact: Alastair Andress

Telephone: +44(0)20 7780 6706

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