Quant Analyst - Model Validation - Front Office
- Employer
- Vertus Partners
- Location
- London, United Kingdom
- Salary
- £900 - £1k
- Closing date
- Feb 10, 2023
View more
- Job Function
- Banking
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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:
This role requires 1-2 days a week in the office.
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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