Front Office and Risk Model Validation Quant – Exotic IR recruitment
The team is responsible for assessing model risk, developing/ deconstructing models to check their integrity, analysing the model assumptions, assessing model limitations and validating the model for later use. The role will involve interaction with quant developers, structurers, traders and market risk teams. The group works across various asset classes, put will require particular focus on complex and new products.
Suitable candidates will come from the following backgrounds:
- PhD in a quantitative discipline
- Model validation, front office quat or quant risk experience
- Knowledge of derivatives, preferably exotic fixed income
- Proficient with Libor Market Models (BGM)
- Solid C++ skills
- Ability to work with front office, quants and risk teams both in London, Paris, New York and APAC
If interested please apply online or call Khalid Al-Sada on 0207 469 8955.