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See SELBY-JENNINGS-HONG-KONG 3 Job offers
FX/Interest Rates and Inflation Model Validator-Senior Vice President–Hong Kong-Circa-$130,000 (USD) + SIGNIFICANT BONUS
This top European Investment Bank is looking to take on a talented experienced Model Validator who can hit the ground running and looking for a challenge.
This Model Validation group is not like your average Model Validation group as it encompasses a wide spectrum of the business units allowing these team members to gain exposure to other business functions.
This model validation team are widely known for their leading financial projects and have been widely praised for their cutting-edge approach to finance.
The successful candidate will be mainly working with FX, Interest Rates and Inflation products, but will also be gaining exposure to other trading desks.
Responsibilities of FX/Interest Rates and Inflation Model Validator role:
-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 most days.
-Candidate will be working predominantly with FX/Interest Rate and Inflation products, and will be gaining valuable insight into the rest.
Requirements of FX/Interest Rates and Inflation Model Validator role:
-PhD Mathematics/Physics or other related subject.
-Previous experience with financial products (IR and FX 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.
Due to the nature of this role, this company will be offering exceptional base salaries and benefits.
To apply for this FX/IR Model Validation role please press the apply button or call 0207 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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