Model Validation Quant Required – VP/SVP recruitment

Montash Associates has been retained by a leading Investment Bank, to find an experienced Quantitative Analyst to join their well-established, successful Quantitative Analytics team.

My client, a leading Investment Bank, is looking to hire within the Quantitative Analytics team and are looking for experienced Equities, Credit, FX and Interest Rates Model Validation Quants.

Working directly with the Head of Model Validation, you will assume a senior role within the team and be responsible for both the creation of new derivative pricing models and the validation of existing models created by front office desks, identifying any potential risks that might affect the trading products.

The team are looking for an experienced quantitative analyst that has proven experience in developing quantitative risk and pricing models.

The ideal requirements for the quantitative model validation roles are:

-          PHD in a quantitative subject from a top academic institution

-          Strong programming capabilities, preferably in C++ and VBA

-          Broad knowledge of asset classes and pricing methodologies

-          3+ years’ experience working in derivative pricing role

In return, my client is willing to offer an excellent compensation package.  Successful candidates will come in at VP/SVP level and will have a base salary in the upwards region of £110k. There is a market leading bonus top, with an excellent package (including pension contributions and other flexible benefits).

This is an immediate hire, so early applications are advised. To apply, please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.

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