IB Quant Model Validation Role – London recruitment
IB Quant Model Validation Role - London
The candidate needs to be extremely strong technically and cross asset experience will be useful but not an absolute necessity although general knowledge (without necessarily having direct exposure) of other products and areas is preferable. The candidate should be qualified and experienced in Quant related areas such as financial maths, programming (C++ preferably) and modelling. Another key aspect is communication as the desk operates globally and reports are viewed by senior management.
This area actually uses and codes in the same libraries as the F/O quants meaning it is unique in the way it is set up and makes comparing models a lot easier, nobody else has this feature. This is a very broad role, not just validation but model review, suggestions and improvements to the models, parameters and calibrations etc, also implementations to suggest. Real technical challenges so front office quants looking to make the move are encouraged to apply.
Qualifications Skills
- Educated to PhD Level in Maths / Physics / Engineering / Computer Science or MSc / DEA in Financial Mathematics
- Hands-on commercial implementation experience in derivatives modelling, for at least one asset class, Interest Rate / FX / Credit / Equity / Commodity
- Experience with numerical methods, e.g. PDE, MC, Numerical Integration
- Excellent Communication skills and a strong team player
For further information please contact Alan Simpson on 020 7780 6700. Alternativewly forward your CV to Alan.Simpson@AnsonMcCade.com