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.

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