Co-Head Model Validation – Multi-asset desk – Tier One investment Bank
JOB DESCRIPTION
A global investment bank in London is looking to hire a senior quant to co-head their model validation/valuations multi-asset desk (Credit, Rates, and FX). This is a senior hire, candidates with 8-12 years of experience within a quantitative/validation environment are of interest. Reviewing model validation processes, model reserve methodologies liaising heavily with the front-office are the primary remits of this role. This is an immediate hire with interviews already ongoing.
Location: London, UK.
The role:
- Detailed review of front office pricing models
- Working across Rates, Credit FX markets primarily including equities, commodities.
- Theoretical reviewing, testing developing benchmark models
- Facing-off to local global regulation bodies
- Reporting directly into the Global Head of Valuation Control based locally
- Model risk control remit
- Management of other analysts
- Liaising closely with both quant’s and traders
Requirements:
- 8-12 years’ + experience post academia
- An excellent Masters of PhD in a quantitative field, (Applied Mathematics, Physics, Financial Engineering, Quantitative Finance etc.)
- Prior experience within model validation and/or valuation control
- Knowledge of CVA/DVA within a rates environment
- IT skills, Advanced Excel, C/C++ exposure
- Exceptional communicative skills, both written verbal
- Structured rates and credit experience is highly desired
- Previous managerial experience is welcomed
In Return:
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join an exceptionally collegial team of likeminded individuals
- 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
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, model validation, verification, valuations, risk methodology, valuation control methodology,
Contact: James Friend on +44 (0) 203 141 8000
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.
LOS ANGELES | 1.310.807.5030
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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