Interest Rate Derivatives Model Validation recruitment

-2-5 years experience in a quantitative role such as model validation or front office quant (they will not consider people with backgrounds in risk management or finance/valuations)

-MSc or PhD level degree in a relevant subject (maths/physics)

-Extensive knowledge of IR modelling (LMM, collateral discounting, yield curve building an absolute  minimum, QGM and other short rate models a plus)

-Good product knowledge: model shortcomings for particular product types, main risk factors

-Working knowledge of C/C++

-Good interpersonal skills – the role involves frequent interactions with FO quant’s and trading