Senior Manager
A major banking group is looking for a PhD qualified Quant with experience of IR Exotics to work in a front office Market Risk role. You will be responsible for validation of pricing models for the trading book, so a proven background if pricing model validation is required. You will also manage the key stake holders (Front office, market risk, Finance, etc), so excellent communication skills are required.
There are a number of important validation projects in the pipeline that you will be required to take the lead on as well being involved in building benchmark models for pricing and risk calculation.
Furthermore, you will participate on building a designed and unified library framework for validation and running model risk. As a senior manager within the team, you will also have responsibility for mentoring juniors and participating on hiring.
You need to be able to demonstrate strong technical skills and possess relevant technical qualifications. Your will be highly proficient in C++, Mathematics and Stochastic calculus.
Please submit a copy of your CV or call for a discreet conversation about this opportunity.
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