Quantitative Model Developer
My client requires a Quantitative Model Developer to join their group and assist with building a new model in QRM.
The position sits within the asset liability management team so previous experience in ALM model product development is a must. An expert understanding of NII simulation, Market Value, Earnings at Risk, Value at Risk and the application of stochastic processes, including Monte Carlo analysis of interest rates and other indices is also required. Candidates must be able to demonstrate the ability to price and understand the factors affecting option prices.
This is a great opportunity to work with a leading bank and develop a unique set of skills.
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