Senior Risk/ Model Validation Quant recruitment
THIS JOB IS BASED IN MAINLAND EUROPE
My client, are a Leading European Tier 1 Investment Bank with their head quarters being in Mainland Europe. They have a Unique opportunity for a SENIOR Model Validation Quant within their Risk Department.
Essential Requirements for the Role:
1) Minimum 4 years + experience either as a front office quant, developing and validating models related to capital markets or experience developing Risk models.
2) Strong C++ programing skills
3) Model Validation experience
4) P.hD or MSc in a Quantitative subject
5) Understanding of the Stochastic process, including Derivatives pricing techniques.
6) French, English, Essential, German will be an Asset
7) EU work permit essential.
Successful candidates , Will be contacted by telephone.
Key Words: Quant, Risk, Capital Markets, Model Validation, Pricing, Derivatives,