Model Validation Quantitative Analyst recruitment
Job Description Critical Review of Front Office Pricing models across all Asset Classes. Where appropriate, to suggest improvements and / or alternative models / numerical methods. Preparation of accurate and concise documentation for consumption by Senior Management. Key Roles Responsibilities The role is to contribute to the Quantitative Market Risk team, which is responsible for the review and validation of the Bank’s pricing models for Valuation and Risk Management. Qualifications Skills Educated to Phd Level in Maths / Physics / Engineering / Computer Science or MSc / DEA in Financial Mathematics Read more […]
Model Validation Quantitative Analyst recruitment
This team has three core functions, Model Review (model validation), Quantitative Analytics and Development. You will rotate through the team exposing yourself to different areas of projects. This team offers exceptional knowledge and training with a Senior Quant and also provides a hectic schedule with a large number of projects in the future of the team.Position Overview: –Validate Quantitative Risk Tools.-Reviewing highlighting limitation to current trading system modelling frameworks-Building quantitative tools to compute adjustments and/or limitations for trading systems-Dealing with discrepancies Read more […]