Senior Model Validator - Equities Senior Model Validator - Equities …

Eximius Finance
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 14 sept. 20
Up to £125,000
Eximius Finance
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 14 sept. 20
Up to £125,000
My client, a Tier 1 Investment bank, are looking to hire a senior model validator role in their pricing models function looking specifically at their equities business.

Responsibilities 

- Working on the development of benchmark models using C++ within the banks in house library. 

- Independently review exotic equity derivative models. 

- Liaise with senior stakeholders and wider team members to approve equity trade transactions 

- Act as an SME on model suitability and improvement. 

- Be a representative of the team on internal meetings. 

- Deal directly with Front Office Quants, Market Risk and Trading teams. 

 

Essential Requirements 

- A minimum of 5 years working in a similar role. 

- A masters or PhD in a quantitative subject 

- Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo 

- Excellent communication skills and proven delivery

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