Model Validation Risk/Pricing- AVP And VP

London, London
£70,000 - £120,000 per annum
22 Nov 2016
20 Dec 2016
Contract Type
Full Time
Position: Model Validation Risk/Pricing, AVP And VP
Location: London
Salary: £70000 -£120000 per annum
Job Type: Full time

The company client is a high profile business who are now seeking to appoint a dynamic and innovative Model Validation Risk/Pricing, AVP And VP to join their vibrant team based in London. This is an excellent opportunity to join a dynamic team whilst offering both career development and business interaction.

Major duties and tasks performed:

- 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

Main abilities and experience 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)

Keywords: Model Validation Risk/Pricing, AVP - VP

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