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