AVP / VP
The Role
Independent review of Front Office and Risk Models (included both market counterparty risk)
Work closely with the front office (quants, trading, structurers) to add value to the business and critique current best in class models
Cover IR, FX, Credit, Equity Derivative pricing models, as well as VaR, EC, EPE PFE CVA Risk Models
Communicate with senior stakeholders within the business, offering recommendations of best in class models
The Candidate
- MSc / DEA / PhD in a quantitative discipline
- Previous experience in Model Validation or as a Market Risk Quant
- Good programming skills (Matlab, C++, VBA)
- Ability to communicate effectively with senior stakeholders
- Cross Asset exposure
Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
6. Applying: jobs@gqrgm.com
Contact: James Friend on +44 (0) 203 141 8000
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 | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | 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 | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 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 Markets
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