Quant Analyst – Fixed Income Front Office facing Model Validation Team recruitment
My client is a large prestigious global investment bank with mandate to add 1 x Quant Analyst into the Fixed Income Model Validation team that covers Credit (Structured and Flow), Interest Rates (Exotics and Flow) and Inflation Pricing models.
The team is responsible for the independant development of models to benchmark against the pricing models developed in the front office, mainly across Credit, Rates and Inflation desks, although there will be some exposure to Equity, FX, Hybrids and Commodity pricing models too,as the wider Model Validation covers these areas too. Additioanally there is opportunity to be involved in model research, model risk and trade approval.
In order to qualify for this position, you must have:
- Upto 5 years industry experience in a quantitative team modelling for products such as Credit, Rates, Inflation or Equity. This experience would have been achieved from either a Front Office or a Model Validation team (Valuations experience also considered).
- Strong Educational background in a quantitative discipline at DEA/Masters/PhD level from a top university
- Ability to code in C++
Please submit your CV immediately for consideration, or for more information, feel free to call Simon on 0203 283 4095 or email simon@its-city.com.