Model Validation - Analyst
- Recruiter
- Eximius Finance
- Location
- London, United Kingdom
- Salary
- 70,000
- Posted
- 08 May 2022
- Closes
- 18 May 2022
- Ref
- 10220969
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Responsibilities:
- Review rates, inflationa and hybrid derivative models
- Help develop the benchmark models in the banks in house library using C++
- Work closely with Front Office Quants, Market Risk control and Trading
Requirements:
- PhD in a matematical and numerical subject.
- One to two years experience in a quantitative role.
- Experience using C++ and Python and implementing complex derivatives models using Monte Carlo.
- Review rates, inflationa and hybrid derivative models
- Help develop the benchmark models in the banks in house library using C++
- Work closely with Front Office Quants, Market Risk control and Trading
Requirements:
- PhD in a matematical and numerical subject.
- One to two years experience in a quantitative role.
- Experience using C++ and Python and implementing complex derivatives models using Monte Carlo.