Model Validation Quant recruitment
The Quant will be required validate complex quantitative pricing models to ensure performance. You will work to enhance risk measurement systems, including integration of pricing functions into risk measurement systems. You will develop bespoke models for Market Risk (valuation, risk sensitivities, VaR) or Credit Risk (potential credit risk exposure, credit valuation adjustment), develop Markets Risk measurement systems and associated processes. You will lead the team for a single asset class in the validation of front office derivative pricing models relating to risk and PL computation and provide Read more […]
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 skills3) Model Validation experience4) P.hD or MSc in a Quantitative subject5) Understanding of the Stochastic process, Read more […]