Senior Quantitative Analyst recruitment
Responsibilities:
* Validate production valuation and risk models appropriateness and accuracy and recommend improvements where necessary
* Provide annual performance check of a random sample of financial instruments as well as scheduled model reviews
* Ensure model materiality change and approval conditions are monitored according to established timeline
* Accountable for the quality and timeliness of the production models review / validation results
* Liaise with stakeholders involved in the model development life cycle to ensure efficient production models review
* Conduct reviews in accordance with the current model review / validation process; recommend updates to the process where necessary
* Develop a project plan to review models and validate conditions
Requirements:
* Post-graduate degree in the quantitative field such as Economics, Financial Mathematics, Applied Mathematics, Theoretical Physics
* CFA and/or FRM designation is a strong asset
* 4+ years experience in quantitative finance or vetting / validation
* Exposure to complex derivative products
* Proven written verbal communication skills
* Ability to communicate complex mathematical concepts in clearly understood language
* Solid financial modeling skills; ability to provide effective and efficient review of production models
* Ability to write concise model review /validation reports
* Ability to work independently and with minimal guidance
* Ability to manage change and challenge existing working patterns and processes
* Project management skills
* Experienced with database tools such as MS Access or SQL Server
* Knowledge of Matlab, VB or VBA, Fincad, Developer SQL, C#, C++