Quant Analyst - Model Validation - Front Office

Recruiter
Vertus Partners
Location
London, United Kingdom
Salary
£900 - £1k
Posted
24 Jan 2023
Closes
23 Feb 2023
Ref
18564843
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
You will be working in a team that does independent validation of models for the Front office implementing as much of the models yourself as you can.

You will be working with various products including Interest Rates, Inflation, FX and Commodities.

Key requirements:
  • Strong academic background with a Degree in a Quantitative based subject
  • Experience of Quant Modelling
  • Experience building validation models
  • Knowledge of Monte Carlo, time series analysis, statistical analysis, derivatives pricing models, Gaussian copulas and dependency structures
  • Knowledge of programming with Python, R or C++

This role requires 1-2 days a week in the office.

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