Description
A reputable Multinational Bank is currently looking for Model Validation/Risk Quant Analyst with more than 5 years of pricing model validation experience.
The company is looking candidates with the following skill set:
- Experience in commodity derivatives and equity derivatives modelling
- Experience in model validation (pricing modelling)
- Programming experience in C++ and Python is a MUST
- Understanding of Proxy methodologies for market data
- MSc, PhD in quantitative field (econometrics, mathematics, physics or
- engineering)
- Knowledge of mathematical finance and financial markets
- Knowledge of regulatory developments in the area of risk and pricing models
- Knowledge of FRTB would be desirable
If you'd be interested in pursuing this opportunity, please email a copy of your CV to (see below)