Model Validation - VP
- Recruiter
- BCT Resourcing
- Location
- London, London
- Salary
- 0
- Posted
- 16 Aug 2016
- Closes
- 13 Sep 2016
- Ref
- 1302056
- Sectors
- Banking & Financial Services
- Contract Type
- Permanent
- Hours
- Full Time
Position: Model Validation - VP - Various Roles
Location: London
Salary: Negotiable
Job Type: Full time
Our client is a well established company based in London who is now recruiting a number of Model Validators or Pricing Modellers willing to move into a new Validation position.The company client is looking for candidates with experience working with Credit Derivatives, Exotic Interest Rate products and who have covered equity, FX and commodity products in the past. This is an outstanding opportunity for career progression.
The main duties for this role will include:
* Developing benchmark pricing models in a C++ library
* Conduct theoretical analysis and review of pricing models
* Provide qualitative analysis of pricing and risk calculation
* Conduct stress testing of pricing models
* Engage and manage relationships with various stakeholders
Experience and skills set required:
* PhD or equivalent in a quantitative discipline
* Previous experience in a Front Office Quant or Model Validation role
* Solid understanding of library architecture design in C++
* Familiarity and theoretical understand on derivative pricing models
* Industry use of stochastic calculus, partial differential equations and Monte Carlo simulation
* Team leadership experience is beneficial
Keywords: Model Validation - VP , Front Office Quant or Model Validation role
If you are interested in hearing more about this opportunity, please don't hesitate to send your CV and APPLY NOW.
Location: London
Salary: Negotiable
Job Type: Full time
Our client is a well established company based in London who is now recruiting a number of Model Validators or Pricing Modellers willing to move into a new Validation position.The company client is looking for candidates with experience working with Credit Derivatives, Exotic Interest Rate products and who have covered equity, FX and commodity products in the past. This is an outstanding opportunity for career progression.
The main duties for this role will include:
* Developing benchmark pricing models in a C++ library
* Conduct theoretical analysis and review of pricing models
* Provide qualitative analysis of pricing and risk calculation
* Conduct stress testing of pricing models
* Engage and manage relationships with various stakeholders
Experience and skills set required:
* PhD or equivalent in a quantitative discipline
* Previous experience in a Front Office Quant or Model Validation role
* Solid understanding of library architecture design in C++
* Familiarity and theoretical understand on derivative pricing models
* Industry use of stochastic calculus, partial differential equations and Monte Carlo simulation
* Team leadership experience is beneficial
Keywords: Model Validation - VP , Front Office Quant or Model Validation role
If you are interested in hearing more about this opportunity, please don't hesitate to send your CV and APPLY NOW.