Model Validation - FX/Equities/Rates
- Employer
- Eximius Finance
- Location
- London, United Kingdom
- Salary
- £130,000
- Closing date
- Aug 19, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
- Lead independent reviews of Front Office model marking and calibration to the observable market.
- Develop model fair value adjustment and uncertainty reserve methodologies.
- Develop control methodologies for independent price testing.
- Work alongside front office trading and quants.
Requirements:
- Minimum MSc in quantitative discipline (preferably PhD).
- Strong working knowledge of mathematical finance and how this is used for derivative pricing.
- Proficiency in C++ and Python.
- Proven written and verbal communication skills.
For more information please send in an application.
- Lead independent reviews of Front Office model marking and calibration to the observable market.
- Develop model fair value adjustment and uncertainty reserve methodologies.
- Develop control methodologies for independent price testing.
- Work alongside front office trading and quants.
Requirements:
- Minimum MSc in quantitative discipline (preferably PhD).
- Strong working knowledge of mathematical finance and how this is used for derivative pricing.
- Proficiency in C++ and Python.
- Proven written and verbal communication skills.
For more information please send in an application.
You need to sign in or create an account to save a job.
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