Description
Model Validation Quant, Banking, London, IR/Equity Pricing Models, £ per day
A global investment bank urgently require a Model Validation Quant with experience of revalidating Counterparty Credit Risk models for Interest Rates and Equity pricing models on a 6 month rolling contract paying £ per day.
You will meet the following requirements:
Relevant MSc or phD in a quantitative subject
Strong documentation skills: can translate model concepts and summaries into detail
Detailed analytical knowledge of market standard interest rate and equity derivative pricing models
Good awareness of EPE model underMonte Carlosimulation
Familiar with common statistical tests of for risk models, eg backtesting
Coding in Matlab/Python/R/C++ etc
This is an excellent opportunity for an advanced level Model Validation Quant to join this team and work on some interesting counterparty credit risk models. If interested please apply immediately with your latest CV.
Key Words: Model, Validation, Quant, Quantitative, Banking, London, Pricing, Interest Rates, IR, Equity, Pricing, Models, Counterparty, Credit, Risk, Interest, Rates, Equity, EPE, Monte, Carlo, Back, Testing, Matlab, Python, R, C++
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