Description
Model Validation Quant
A Model Validation Quant is required for a Tier 1 Investment Bank to support the Front Office Pricing team.
The successful Model Validation Quant will have been educated up to a Masters or PHD level in either Mathematics, Econometrics, Statistics or Quantitative degree.
Key skills required:
Market Risk and Counterparty Credit Risk knowledge
Model methodology experience - 2-3 years
Model Validation and Implementation experience
Knowledge/experience of Pricing Derivatives (nice to have)
VAR, CVA, PFE, RWA knowledge/experience
C++, VBA, R programming knowledge/experience
If you have the relevant skills then apply with an updated copy of your CV.
KEYWORDS: MODEL VALIDATION QUANT, PRICING, MARKET RISK, COUNTERPARTY CREDIT RISK, MODEL METHODOLOGY, MODEL VALIDATION, IMPLEMENTATION, VAR, CVA, PFE, RWA, C++, VBA, R, INVESTMENT BANKING