A Tier 1 Global Bank is seeking a Senior Front Office Quantitative Model Developer. recruitment
• 3+ years experience in the development /validation of counterparty risk models
• Previous modelling experience around equities, IR, FI and/or commodities
• MSc or PhD in a quantitative subject such as Mathematics, Physics, Finance etc
• Good object orientated programming experience
Due to the recent expansion of this team your career progression will be unrivalled as you will have the opportunity to move into a front office trading or management role within the next 12 months. This role offers a huge exposure to a variety of internal functions allowing internal movement as well as a very impressive financial package.
The successful candidate will have the previously mentioned experience as well as being extremely driven to progress and take on increased responsibility and exposure in the near future.
If you feel like you have the required drive and experience then please apply
Keywords: Risk, credit risk, counterparty, exposure, pfe, epe, model, model valdidation, model develop, quantitative, front office model.