Quantitative Analyst mandate
Experienced Model Validation Quant from a Tier 1 Investment Bank required to join Model val team focused on Credit hybrids and CVA within the EM cross asset business.
This team has a great deal of communication with the front office, quant developers and finance as part of the trade approval process so fantastic personable approach a necessity. This established and diversified team sit together and is currently fairly junior, so experienced candidate sought to take some responsibility for these members of the team.
Responsibilities to include:
- Quantitative review and analysis of exotic models, including theoretical review, assessment of appropriateness, implementation testing, independent implementation, development of alternative models.
- Product approvals, model reviews, model risk evaluations and model risk provisioning design.
- Quantitative reviews and analysis of VaR models, including theoretical review, implementation testing, assessment of appropriateness, independent implementation, development of alternative models.
Strong post graduate education background, along with Model Validation experience required so please be sure to demonstrate this on CV.
Please get in touch to discuss this position further.
To find out more about Huxley Associates, please visit www.huxley.com.
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