Model Validation Quant

London  ‐ Onsite
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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

Start date
ASAP
Duration
6 months
From
Orgtel
Published at
15.11.2016
Project ID:
1238448
Contract type
Freelance
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