Risk Model Validation Quant – SVP/Director Level recruitment

Montash Associates has been retained by a Tier 1 Investment Bank, to find a Senior Risk Model Validation quant to join their Model Validation team.

The model validation team is responsible for independently developing pricing and quantitative models to identify and evaluate risks within existing models. The team works in collaboration with Front-Office quant teams, Risk Analytics teams and Product Control to improve the validation process and management of risk.

The emphasis of the role would be to examine the underlying assumptions and limitations of the model being validated to highlight and mitigate theoretical or operational flaws within the model. As a senior member of the team you will not only work on complex derivative validations, but also be encouraged to provide quantitative expertise to team members and challenge existing methodologies.  

The ideal candidate will have:

-          PHD or equivalent from a top institution in a quantitative subject

-          5+ years’ of ‘hands-on’ experience working in a derivative pricing role within model validation or front office quant team.

-          Very good understanding of financial instruments, valuation methodologies and risk analysis

-          Strong programming capabilities, i.e. C++, Matlab, R, VBA etc

-          Excellent interpersonal skills

This is an exciting opportunity to join a growing quant team. Due to its excellent track record supported by the firm’s strong commitment to quantitative analytics, my client is willing to offer a very competitive salary for the right person.

To apply, please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.

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