Interest Rate Derivatives Model Validation recruitment
-2-5 years experience in a quantitative role such as model validation or front office quant (they will not consider people with backgrounds in risk management or finance/valuations)-MSc or PhD level degree in a relevant subject (maths/physics)-Extensive knowledge of IR modelling (LMM, collateral discounting, yield curve building an absolute minimum, QGM and other short rate models a plus)-Good product knowledge: model shortcomings for particular product types, main risk factors-Working knowledge of C/C++ -Good interpersonal skills – the role involves frequent interactions with FO quant’s Read more […]
June 28, 2008
• Tags: Derivatives careers in the UK, Interest Rate Derivatives Model Validation recruitment • Posted in: Financial • Comments Off on Interest Rate Derivatives Model Validation recruitment