Model Validation Risk/Pricing

London, London
£70,000 - £120,000 per annum
06 Oct 2016
03 Nov 2016
Contract Type
Full Time
Position: Model Validation Risk/Pricing , AVP - VP
Location: London
Salary: £70k-£120k per annum
Job Type: Full Time

Our company client is a well established business who are actively looking to take on board a driven and organised Model Validation Risk/Pricing for their tema office based in London. This is an excellent opportunity for career development.

Main duties for this position will involve:

* The role holder will be responsible for independently performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models, as well as performing and documenting reviews of other model types, including finance models
* The role holder will be expected to assist in the timely delivery of valuation model uncertainty analysis for quarterly model risk reporting
* The role holder will be expected to contribute toward the continuous innovation and improvement in efficiency and effectiveness of processes within the asset-class group, including discussion of overall team strategy

Background and competencies required:

* MSc/PhD in quantitative discipline
* Proven ability to understand a variety of pricing modelling apporaches and their relative strengths and weakensses
* Extensive programming experience (VBA, C++, Python)

If you feel you have the relevant experience, then please apply for immediate consideration.