Senior Model Validation Quant
Responsibilities of FX-Commodity Model Validation Quant:
-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Candidate will be working predominantly with Commodity-FX exotic products, and will be gaining valuable insight into the rest.
-Managing a team of their own, which will grow steadily across the year.
PhD Mathematics-Physics or other related subject.
-Extensive previous experience with financial products - FX and Commodities Exotics in particular; although experience with one of these products would be acceptable as training is offered.
-General Programming skills needed e.g. C++, VBA, Matlab etc.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-Strong leadership and motivational qualities needed in this individual to inspire and lead their team.
A leading international bank
110,000-150,000
Where specific UK qualifications are required we will take into account overseas equivalents.
Please quote Michael Page reference when applying Job ref:MPGX13253607
Michael Page International is a world leading recruitment consultancy.
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