Model Validation – Quantitative Analyst role recruitment
About Our ClientOur client is a Global Investment Bank.Job DescriptionConduct model validation of relevant instruments as per policy.Liaise with Financial Markets quantitative developers to facilitate speedy approval of new models.Assist market risk managers on trade approvals and finance on price verification methodologies.Understand local and global regulatory requirements and be aware of market environment / practices that will impact assigned books/products.Comply with Group Market Risk policies and risk management methodologies for existing and new products.The Successful ApplicantAt least Read more […]
Director Quant Analyst – Model Validation/Model Risk – Tier 1 Investment Bank – New York recruitment
Overview of roleAnalyse models across different asset classes and lines of business to determine the characteristics and insufficiencies of models and assess their impact for measurement of model risk. In collaboration with other stakeholders and model users you will agree upon plans to monitor the performance of models throughout the model usage cycle. You will also work with technology teams in the firm to evaluate data and process synergies and improve the existing infrastructure.The responsibilityThese revolve around the measurement of model risk and the enhancement of the firms infrastructure Read more […]
Model Validation/ Risk Management recruitment
The Company My client is the largest and top-ranked provider of high end research and analytics services to the world’s leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. They operate from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity research, fixed income research (covering global economies, 150 global sectors and over 3000 global companies), valuations, Read more […]
Junior Quant Analyst – Model Validation – Rates or Equity – PARIS BASED recruitment
Working very closely with the front office derivative quant pricing team, you will gain valuable experience of advanced quantitative techniques, modelling, instruments and products. Additionally you have the opportunity to learn from some of the strongest and most talented quants in the industry. PLEASE NOTE: THIS POSITION IS BASED IN PARISIt is essential that you haveCommercial experience of Model Validation in either Equity or Fixed Income (pref rates). Internship 6 months minimum to 2yr in a quant team.Ability to code in C++.Very strong quantitative background that has involved using Stochastic Read more […]
Junior Quant Analyst – Model Validation – Rates or Equity – PARIS BASED recruitment
Working very closely with the front office derivative quant pricing team, you will gain valuable experience of advanced quantitative techniques, modelling, instruments and products. Additionally you have the opportunity to learn from some of the strongest and most talented quants in the industry. PLEASE NOTE: THIS POSITION IS BASED IN PARISIt is essential that you haveCommercial experience of Model Validation in either Equity or Fixed Income (pref rates). Internship 6 months minimum to 2yr in a quant team.Ability to code in C++.Very strong quantitative background that has involved using Stochastic Read more […]
2 x Quantitative Analyst – Model Validation – Investment Bank recruitment
The team independently develop re-implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations.You should have strong experience within equity derivatives or Fixed Income pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Derivative/Exotics and come from either Model Validation, Model Risk or Front-Office background.Experience of challenging traders’ valuations and models and independently developing alternatives, as opposed to just re-implementing the front office models.The client can offer Read more […]
Model Validation – FX – Leading Bank – London recruitment
My Client, a leading bank based in the citi is looking to expand its market risk team by including an experienced market risk model validation quant. This is an exciting opportunity to lead the way in both validating and developing models in this very successful team. The role and the candidate: The ideal candidate will be highly quantitative and have a very good post graduate degree in a quantitative subject. They will have a good level of experience in model validation / development, ideally in FX. The right candidate should have knowledge in both flow and exotic products. Knowledge in C++ or Read more […]
Quantitative Analyst – Model Validation – Investment Bank recruitment
The team independently develop re-implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations.You should have strong experience within equity derivatives pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Derivative/Exotics and come from either Model Validation, Model Risk or Front-Office background.Experience of challenging traders’ valuations and models and independently developing alternatives, as opposed to just re-implementing the front office models.The client can offer the right candidate Read more […]
Senior Quantitative Analyst – Model Validation
Senior Quantitative Analyst – Model Validation – BankingFor my client, an international bank based in Amsterdam, I am looking for a Senior Quantitative Analyst who will join model validation department. The team reviews the performance of risk models applied within the bank.You will be responsible for:- technical review or risk models within market risk area,- delivering validation reports,- reviewing models.The qualified candidate shall have the following requirements:- Has PhD or Master degree in mathematics, physics, econometrics or in related field,- Has 5-7 years of relevant work experience, Read more […]
Model Validation – Dublin – Leading Bank
My client, a leading Irish bank, is currently expanding its market risk model validation department. The team is responsible for product analysis, model validation and model risk evaluation related to the exotic derivatives businesses. As a result of this expansion, an exciting opportunity has arisen in the Risk Management Department. Main Duties: Quantitative review and analysis of exotic product valuation models, including theoretical review, assessment of appropriateness, implementation testing, independent implementation, development of alternative models. Product approvals, model reviews, Read more […]