Model Validation/Risk Quant opportunity

London  ‐ Onsite
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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)

Start date
n.a
From
Robert Walters
Published at
03.02.2018
Project ID:
1496873
Contract type
Freelance
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