Quant Model Validation (across asset class) recruitment
Key Roles Responsibilities
- Critical Review of Front Office Pricing models across all Asset Classes.
- Where appropriate, to suggest improvements and / or alternative models / numerical methods.
- Preparation of accurate and concise documentation for consumption by Senior Management.
Qualifications Skills
- Educated to PhD Level in Maths / Physics / Engineering / Computer Science or MSc / DEA in Financial Mathematics
- Hands-on commercial implementation experience in derivatives modelling, for at least one asset class, Interest Rate / FX / Credit / Equity / Commodity
- Experience with numerical methods, e.g. PDE, MC, Numerical Integration
- Excellent Communication skills and a strong team player
For further information please contact John Meadowcroft on 020 7780 6700. Alternatively forward your CV to John.Meadowcroft@AnsonMcCade
August 24, 2012
• Tags: Quant Model Validation (across asset class) recruitment, Risk Management careers in the UK • Posted in: Financial