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 modelsC++ programming for model implementationDetailed knowledge of credit productsCome from either Model Validation, Model Risk or Front-Office background.Experience of challenging traders’ valuations and models and independently developing Read more […]
August 26, 2012
• Tags: Credit careers in the UK, Head of Credit Derivatives Model Validation recruitment, Senior Quantitative Analyst • Posted in: Financial • Comments Off on Senior Quantitative Analyst, Head of Credit Derivatives Model Validation recruitment