Equities Model Validation Quant, VP
The role includes:
- the reviewing and testing of front office pricing models for equity derivatives mainly but could include commodity derivatives
- clear documentation of all testing, with follow ups for identified modelling issues
- actively liaising with the relevant Desks, FO quants, Market Risk and PC
- development of independent models, from mathematical concepts to implementing using common library
- engagement on modelling issues with risk managers, product control, front-office quants and traders.
Highly quantitative skill set, evidenced with higher degrees in maths/physics/engineering etc.
- Previous experience with derivatives pricing models
- Excellent communication skills essential
- Ability to work well both collaboratively within small team and independently
- Programming experience in C++, F# or similar is desirable
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