Model Validation Quant, Banking, London, £600-800

London  ‐ Onsite
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Keywords

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++

To find out more about Orgtel please visit our website

Start date
Immediate
Duration
6 months rolling
From
Orgtel
Published at
30.07.2013
Project ID:
574268
Contract type
Freelance
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