Model Validator, IR Valuation Models

Recruiter
Aston Carter
Location
London, United Kingdom
Salary
120000.00 - 130000.00 GBP/Salary + Benefits + pension
Posted
12 Jan 2023
Closes
26 Jan 2023
Ref
18435904
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Interest Rates Quantitative Analyst

A leading Investment Bank has an immediate requirement for Quantitative Analysts to join their Pricing Models Validation team.

This is an exciting new opportunity for a quantitative analyst to conduct model validation primarily within the Interest Rates.

The ideal candidate must display extensive prior experience of Model validation or model development within Traded Risk. You must possess strong programming skills preferably in C++ but proficiency in other languages such as python and R are also welcomed.

You will hold strong academics in a Mathematical, Statistical or Engineering discipline.

This is a London based role with 2/3 days per week in the office.

Key skills required:
  • quantitative analysis
  • interest rate/IR
  • Validation
  • traded risk/ Market risk
  • C++
  • Pricing; Pricing model development; Derivative pricing
  • Investment Banking

Job Title: Model Validator, IR Valuation Models

Location: London, UK

Rate/Salary: 120000.00 - 130000.00 GBP Yearly

Job Type: Permanent

Trading as Aston Carter. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. Aston Carter is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://www.allegisgroup.com/en-gb/privacy-notices.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at https://www.allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.
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