Model Validation - FX/Equities/Rates

Recruiter
Eximius Finance
Location
London, United Kingdom
Salary
£130,000
Posted
23 Jul 2022
Closes
22 Aug 2022
Ref
6713052
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.

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