Description
Quant QA Reviewer urgently required for a leading Tier 1 Investment bank. The Quant QA reviewer will join my client's Quantitative Quality Assurance team, made up of 5 others reporting directly to the Quant QA Lead. The Quant QA is urgently needed to assist in the validation of redress pricing models and review of redress calculations/outcomes.
Main accountabilities expected of the QA include:
Highlighting issues in the process of and methodology of redress calculations
Detailed review and challenge of Redress calculation policy and implementation of models
Assisting in the maintenance and development of in-house Quant QA tools
The ideal candidate will meet the following essential criteria:
Advanced Excel and programming (C++, VBA)
Material Mathematics/Statistical based Masters or PhD
Experience in dealing with complex derivatives products, structured loans and other loan complexities
Key benefits of this role include 6 month rolling contract security, excellent development prospects gained within a Tier 1 Investment Bank setting and an extremely competitive daily rate based within a central location within London.
If interested in learning more about this opportunity then please send your most recent CV and a few bullet points detailing how your experience relates to the above.