Model Validation Managers – AVP / VP recruitment

My client, are a Leading Tier 1 Investment Bank based in London. They have a Unique opportunity for a SENIOR Model Validation Quant within their Risk Department.  The main focus will be on IR / FI exotic products.

Essential Requirements for the Role:

1)  Minimum 4 years + experience either as a front office quant, developing and validating models  related to capital markets or experience developing Risk models. 

2)  Strong VBA programing skills

3) Model Validation experience

4) IR and / or FI Market Risk Model experience

5) Understanding of the Stochastic process, including Derivatives pricing techniques.

6) P.hD or MSc in a Quantitative subject

6) EU work permit essential.

Successful candidates , Will be contacted by telephone.

Key Words:  Quant, Risk, Capital Markets, Model Validation, Pricing, Derivatives, 

If interested email me your CV at jc@barclaysimpson.com