Description
Model Validation Quantitative Analyst - Investment Bank
Our client is a global bank, currently looking for an analyst with experience of quantitative model validation and review.
Description:
The role will work within the Quantitative Quality Assurance team (Quant QA) reporting directly to Quant QA Lead. The Quant QA team is actively involved in the validation of redress pricing models and review of redress calculations/outcomes.
Requirements:
* Experience in dealing with complex derivatives products, structured loans and other loan complexities
* 3-5 years experience on quantitative analysis and model validation and implementation
* Experience on large remediation programme would be advantageous
* Advanced Excel essential and experience in programming (VBA, C++) would be desirable
* Excellent academic background including a degree in a subject with a material mathematics/stats content
* Strong organisational skills and attention to detail.
The successful applicant will be regarded as a key member and will be encouraged to deliver as much input as possible. To be considered for this contract position, please send your CV, ensuring that all relevant details are included. Due to requirements of this position, only candidates with the skills/knowledge mentioned above will be considered.