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See SELBY-JENNINGS-LONDON 25 Job offers
Credit Derivative Model Validation Quant -Vice President - London
Circa - £90,000 - £110,000 + SIGNIFICANT BONUS
This Top European Investment Bank is looking to take on a talented Analyst who can hit the ground running and looking for a challenge. This model validation team are widely known for their leading financial projects and have been widely praised for their cutting-edge approach. The successful Model Validation Quant will be mainly working with Derivative products but essentially credit, and will also be gaining exposure to other trading desks. Located at their head offices in London, this Model Validation Quant will also have the opportunity to travel to their second largest offices in New York.
Responsibilities of Credit Derivatives Model Validation Quant:
-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
-Candidate will be working predominantly with Credit products, and will be gaining valuable insight into the rest.
Requirements of Credit Model Validation Quant:
-PhD or Masters in Mathematics/Physics or other related subject.
-Some previous experience with financial products (Credit Derivatives in particular).
-General Programming skills needed e.g. C++, VBA, Matlab etc.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
Key words:
Quantitative; Analyst; Model Validation; Credit Derivatives; Exotics; Equity; New York; London; Europe; Modeling; C++; Trading; Traders.
To apply for this Credit Model Validation Quant role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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