Quant Model Validation (across asset class) recruitment

Key Roles Responsibilities 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.  Qualifications Skills Educated to PhD Level in Maths / Physics / Engineering / Computer Science or MSc / DEA in Financial MathematicsHands-on commercial implementation experience in derivatives modelling, for at least one asset class, Interest Rate / FX / Credit / Equity / CommodityExperience Read more […]

August 24, 2012 • Tags: , • Posted in: Financial • Comments Off on Quant Model Validation (across asset class) recruitment