Junior (PhD, MSc) Model Validation Quant’s – TIER ONE EUR Bank, London. Validating Pricing models, cross
A Leading Tier One Investment Bank is looking to bring onboard a number of junior; entry level model validation quant’s to join their exotic cross-assets division in London. The candidates will be focusing on the validation of exotic pricing models, identifying the models limitations suggesting mitigation controls. Candidates should have impressive internships ideally with real world experience coupled with academia. The group has the infrastructure and potential to help launch the career of aspiring quant’s looking to break into the securities sphere.
- Detailed review of front office trading models
- Quantitative validation revalidation of exotic pricing models on a cross-asset basis
- Chance to work on a variety of complex exotic models
- Working entirely in their Front Office alongside quant’s trade specialists
- Support traders, research strategies and quantitative ideologies to a large degree
- Liaising closely with both quant’s and traders
- Junior/entry level Quant’s – less than 3 years experience post academia
- An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering, Financial Engineering etc
- Strong communicative skills
- Experience with C++, C# are of preference
- Confidence with a strong numerative/ statistical/ stochastic background
- Real desire to break into the quantitative analytics world
In Return:
- A huge opportunity to attain significant progression within the quant analytics sphere
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join arguably the strongest London based cross-assets group.
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pay extremely well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Excellent opportunity for aspiring junior quant’s following an impressive PhD or Masters study
- Relocation allowance for overseas quant’s
Key words: quant analyst, quantitative analytics, quant pricing group, quantitative derivatives modeling, global analytics library, C++, C#, Java, front office model development, model validation, validating exotic pricing models, cross-assets, multi-asset
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