Senior Quantitative Analyst, Head of Credit Derivatives Model Validation recruitment
You will be responsible for leading the independently review and analysis of derivative models for price and risk of credit products. Managing a team from 2 to 3 people that independently develop re-implement front office pricing models and evaluate the models used across the group.
You should have;
- Strong experience within credit derivatives pricing and hedging models
- C++ programming for model implementation
- Detailed knowledge of credit products
- Come from either Model Validation, Model Risk or Front-Office background.
- Experience of challenging traders' valuations and models and independently developing alternatives, as opposed to just re-impementing the front office models.
- PhD or DEA from a top institution
This is an opportunity to join a leading Tier 1 institution and develop you career in a techncial, hands on management position.
To talk directly with us to discuss this vacancy, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095
August 26, 2012
• Tags: Credit careers in the UK, Head of Credit Derivatives Model Validation recruitment, Senior Quantitative Analyst • Posted in: Financial