Model Validation – FX – Leading Bank – London recruitment
My Client, a leading bank based in the citi is looking to expand its market risk team by including an experienced market risk model validation quant. This is an exciting opportunity to lead the way in both validating and developing models in this very successful team.
The role and the candidate:
- The ideal candidate will be highly quantitative and have a very good post graduate degree in a quantitative subject.
- They will have a good level of experience in model validation / development, ideally in FX.
- The right candidate should have knowledge in both flow and exotic products.
- Knowledge in C++ or VBA would be desirable.
- A great deal of experience in creating pricing models is essential.
We are currently shortlisting for the role and urge any interested candidates to apply as soon as possible. Also, we look at a range of opportunities across risk so please feel free to send your details in order to discuss these.
September 8, 2011
• Tags: FX, Leading Bank, London recruitment, Model Validation, Risk Management careers in the UK • Posted in: Financial