Description
Derivatives Risk Model Validation Quantitative Analyst.
A leading consultancy have a risk engagement at a leading investment bank and have a fantastic opportunity for an experienced Model Validation Quantitative Analyst to play a key role in model validation for derivatives risk models.
As a Model Validation Quantitative Analyst you will be responsible for reviewing and validating derivatives risk models across the asset classes. This will involve applying your proven experience and knowledge of pricing and risk models for derivatives to ensure the bank's existing models are correctly validated.
You should apply for this role if you are/have:
- 5-9 years' experience in investment banking with significant quantitative analysis experience
- Proven experience in model validation, preferably for derivatives risk models
- Strong understanding of derivatives pricing and risk management models
- Strong stakeholder engagement skills and ability to push back against stakeholders
- Mathematics or engineering degree minimum preferably Masters and post graduate qualification
This is a £500-£600/day role based London initially for six months.