Rates Valuation Quant Analyst/Manager recruitment

Model validation will include IPV (independent pricing valuation), portfolio valuation, model calibration, model risk analysis, and trade approval. To apply for this maternity cover role you will need to be highly quantitative, preferably with an MSc or PhD. You will have worked within a Quant function and must have in depth exposure to derivatives (preferably rates or FX) and valuation/pricing models.

April 2, 2012 • Tags: , , • Posted in: Financial • Comments Off on Rates Valuation Quant Analyst/Manager recruitment