Associate QA – Model Risk Review recruitment
Role Responsibilities:
• Review and calibration of Front Office pricing models.
• Implementing changes to models and calibration processes where appropriate.
• Analysing derivative pricing sources (depth of market, liquidity, etc).
• Testing of trader input prices and parameter levels against externally observed levels.
• Continuous improvement of reserving and price methodology and results generation platform and approach.
Candidate Requirements:
• Recently graduated with a mathematical PhD or Masters degree.
• Strong knowledge of mathematical models and their underlying principles.
• Familiarity with market derivative principles and strategies.
• Candidates must have strong communication and presentation skills in order to interact with various stakeholders (Front Office, Risk and Product Control).
• Candidates must be willing to learn and build up their technical knowledge within a dynamic environment.
• Must be naturally proactive.
• Knowledge of C++, VBA, MatLab and SQL an advantage.
Contact Us:
For more information, please contact Sophie Hodgson at Pemberton Partners via phone or email.
Email: Sophie.Hodgson@pembertonpartners.com
Direct line: 0207 220 9357