Quantitative Model Validation Team-Lead & Jr – Interest Rate Derivatives – Globally influential firm – London recruitment
For both roles my client is looking for people with a good knowledge of Vanilla Interest Rate Derivatives.
Curve building experience is essential. Experience in pricing swaps (and other interest rate derivatives) and good statistics are also needed.
Experience with VaR is also necessary as is experience in stress-testing. What is also important is understanding the limitations of VaR and ideally an understanding the theories of historical VaR.
For the Snr Hire - They are looking for someone with experience in testing and validating models, a lot of experience on Interest Rate OTC Derivatives and strong C++ skills as well as knowledge of SQL.
There is also potential to get sponsored to achieve relative qualifications such as CFA..
If you would be interested in discussing the opportunity in further detail, please get in touch with Sammy, at s.khelil@westbourne-partners.com
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