Junior Model Review Quant (Associate level) recruitment
Job summary:
The Model Review Group focuses on monitoring and evaluating quantitative methodologies used throughout the firm. In particular, the group reviews derivative valuation models, analyses complex model risk, and assesses appropriateness of risk measurement and reserve methodologies in major lines of business (equities, FX, commodities, fixed income and credit). The group works closely with other Quantitative Research developers, and with the Market Risk and Valuation Control Groups. Team members have opportunities for exposure to a variety of derivatives business areas and research projects.
Core responsibilities:
• Analyze complex pricing models, engines, and risk methodologies
• Assess suitability of pricing models and engines to particular products
• Liaise with Trading, Quant’s, Risk Managers, Senior Management
• Lead model risk research projects
• Quantify model risk and assess reserve methodologies
Requirements
- 0 - 2 years experience.
- Price modeling (IR options, Commodity derivatives, etc.)
- PhD in Math, Physics or Engineering
- Good communication skills
- Front desk experience or experience supporting a trader is a bonus
For further information please contact John Meadowcroft on 020 7780 6700. Alternatively forward your CV to John.Meadowcroft@AnsonMcCade.com