Senior Quant – Model Risk / Model Validation – Investment Bank recruitment
You must have experience of models across Fixed Income (Interest Rates, Inflation and/or Credit) or FX (Equity, commodities and EM also considered). Your background will ideally be:
- Senior Quant from a front office modelling or model validation team.
- Developing models for derivative products within a financial institution.
- Liaison with other business and control functions to ensure a coordinated, integrated approach is delivered to the trading desk, as required
- Strong analytical skills with a good judgement (market fluctuations, people).
- Exceptional academic background with a PhD or a Masters degree from a top University in a highly mathematical subject.
- Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
- Strong programming skills in C++.
You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions; inspire and motivate and successfully lead a team of junior/mid/senior level Quant Analysts.
Send your CV for immediate consideration.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095
May 24, 2012
• Tags: Model Risk, Model Validation – Investment Bank recruitment, Quantitative Analytics careers in the UK, Senior Quant • Posted in: Financial