Associate / VP level Model Validation, Counterparty Risk Quant, C++ Library
JOB DESCRIPTION
A Tier One Investment Bank in London is looking to bring onboard an associate – VP level model validation quant to join their impressive interest rates desk in London. Candidates with 2-4 years relevant experience are of particular preference either within a front-office environment or counterparty risk space. A strong mathematical/ quantitative degree is a prerequisite this is an exceptional opportunity for a junior quant to join arguably the most technical model validation team on the street.
Location: London, UK
The role:
- Detailed review of front office pricing models
- Validation of complex mathematical models used for derivatives pricing risk management procedures
- Counterparty risk focused modelling
- Identifying modelling limitations suggesting improvements accordingly
- Basel II Basel III – PFE Model work
- Great exposure to the business
- Working entirely in their Front Office alongside quant’s trade specialists
- Support traders, research strategies and quantitative ideologies to a large degree
Requirements:
- 2-4 years’ experience within a front-office facing environment
- An excellent quantitative PhD/MSc from a top school in a computer science degree: Physics, Electrical Engineering, Computer Science, Computer Engineering
- Strong communicative skills
- Strong competency within C++
- Confidence with a strong numerative background
- Highly ambitious
- Real desire to break into the quantitative analytics world
In Return:
- A huge opportunity to attain significant progression within the quantitative analytics sphere
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join an exceptional quant team of likeminded talents
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pay extremely well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Excellent opportunity for aspiring junior quant’s following an impressive PhD or Masters study
- Relocation allowance for overseas quant’s
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: quantitative analytics, quantitative pricing, quant development, strategist, strats, quant pricing group, quantitative derivatives modeling, global analytics library, C++, Java, Python, hedge fund, buy-side, tier one, model validation, counterparty risk, market risk, credit risk, model val analysis, basel II, Basel III, PFE modelling
APPLY | quant.emea@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: James Friend
Contact Telephone Number: +44 (0) 203 141 8000
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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