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Voir les 25 annonces d'emploi de SELBY-JENNINGS
Associate VP Cross Asset Model Validation Quant Analyst-Milan, Italy
Circa - €75,000 - €80,000+ GENEROUS BONUS SCHEME
This leading European Investment Bank is looking to take on a talented junior 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 candidate will be gaining an exceptional insight into all asset classes, which is rare in this market. Gaining this kind of exposure, will give the candidate a tremendous amount of flexibility and add value to their worth in the industry.
Responsibilities of Cross Asset Model Validation Quant Analyst:
-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 with FX, IR, Commodities, Equity and Credit products, gaining a strong understanding of all asset classes.
Requirements of Cross Asset Model Validation Quant Analyst:
-PhD Mathematics/Physics or other related subject.
-Some previous experience with at least one financial product, would be a plus but it is not essential.
-General Programming skills needed e.g. C++, C#, Java etc.
-Strong knowledge of using VBA and Excel (which is heavily used).
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
Key words:
Associate Vice President; Europe; Milan; Italy; Model Validation; Quantitative Anlayst; Derivatives; Exotics; Foreign Exchange; XA; Trading; Traders.
To apply for this Cross Asset Model Validation Quant Analyst 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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