Start Up Firm – Quantitative and Risk Modelling recruitment
2 senior roles which aim to provide expertise in modelling and developing risk methodologies will offer exceptional interaction across a range of models at some high profile clients. You will be responsible for acting as the face of the business and spearheading model development and validation across pricing, market and credit risk whilst maintaining a business facing element to your role.
Duties include:
- Taking part and co-ordinating sales pitches to perspective and existing clients
- Leading a team and supervising work across a arrange of quantitative and risk projects for clients
- Model development and validation of pricing, VaR, stress test, counterparty risk, PD, LGD EAD models
- Developing multi factor multi across a arrange of financial instruments
- Representing the firm to stakeholders, clients and industry forums
- Being responsible for recruiting and aiding the development of a team of quants in the future
This is an interesting role at an exciting time during this global firms expansion. Candidates will be offered responsibility in a business facing yet technical role. Relevant experience includes:
- PhD level (or equivalent) experience ideally with a proven record in academia
- Solid, proven quantitative experience in the finance domain across multiple disciplines
- Experience in developing/ validating pricing models to regulatory standards
- Knowledge of fixed income multi factor valuation, monte carlo simulation, CVA, PD LGD and EAD modelling
- Knowledge of Basel II III environment
- Good interpersonal skills with the ability to work at a senior level and lead a team
If interested please apply online or call Khalid Al-Sada on +44 207 469 8955 to discuss in more detail