Model Validation Quantitative Analyst – Cross Asset recruitment
My Client offers great industry experience and knowledge as well as training with a Senior Quantitative Analyst.
The candidate will have an opportunity to get involved in all aspects of the team core tasks, rotating through model validation, quantitative analytics and development of risk tools.
The Role will involve: -
-Validate Quantitative Risk Tools.
-Reviewing highlighting limitation to current trading system modelling frameworks
-Building quantitative tools to compute adjustments and/or limitations for trading systems
-Dealing with discrepancies in day to day valuations
-Engage fully with the relevant business functions in order to fully understand their requirements with a view to providing the most appropriate quantitative solutions.
Ideally the Candidate will have:-
-Masters or PHD with a quantitative degree.
-Quantitative analytical and project management skills.
-Good programming skills in VBA, C++
-Strong communication and presentations skills.
-Problem Solving skills and the ability to think laterally.
-Experience of working as a quantitative analyst or in a relevant highly technical role valuation/risk role.
-Understanding of financial markets products and services.