AVP, Model Validation Quant Analyst
JOB DESCRIPTION
US investment bank is currently looking to add a skilled model validation quant to the derivative pricing quantitative risk team to help test and assess their internal models. This is a very hands on role in a strong team of quantitative analysts focused with on validating the models, challenging them and independently rebuilding them - a skilled quant is needed.
Location: New York, NY
The role:
- Validate existing new complex derivative pricing models.
- Rebuilding models from scratch, testing, replicating and challenging their performance.
- Mathematical analysis of financial markets, understanding how models relate to the markets.
- Testing model assumptions, theory, empirical evidence, implementation and limitations.
- Write model validation reports describing the results of validation analyses.
Requirements:
- 3-7 years experience working on a model validation or model review quant desk.
- Looking for those with a strong grasp of financial mathematics i.e. PDE, Black-Scholes, model review, derivatives etc.
- An excellent PhD/MSc from a top school or university in a quantitative related subject.
- Excellent communication skills in order to express complicated methodologies and theories to the front office.
In return they are offering:
- Huge opportunity to be part of growing and challenging quant analytics team.
- A large number of evolving projects to get your teeth stuck into from day one.
- The intellectual stimulation and challenge of working within cutting edge team.
- Have daily interaction with the business and be a key part of their unrivalled success.
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.
APPLY | risk.americas@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.
LOS ANGELES | 1.310.806.9333
12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
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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