Description
Quantitative Analyst - Model Validation
A Quantitative Analyst is required for a Tier 1 Investment Bank to support the on-going model validation and governance of their models.
The successful Quantitative Analyst 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 Validation and Implementation experience
Knowledge of Black Scholes and Pricing Models
Experience with VAR, CVA, PFE, RWA
Strong communication skills to collaborate with and challenge the Front Office where necessary
C++, VBA, R programming knowledge/experience
If you have the relevant skills then apply with an updated copy of your CV.
KEYWORDS: QUANTITATIVE ANALYST, MODEL VALIDATION, MODEL GOVERNANCE, PRICING, MARKET RISK, COUNTERPARTY CREDIT RISK, MODEL METHODOLOGY, MODEL VALIDATION, IMPLEMENTATION, VAR, CVA, PFE, RWA, C++, VBA, R, INVESTMENT BANKING