Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models
Our client is a major banking group based in the city and they are seeking a Quantitative Analyst to join their quantitative risk team within Model validation. The group is responsible for independently validating the integrity and comprehensiveness of Risk Models & Pricing Models across the organisation globally, with added remit of managing Model Risk.
Pricing Models Quant Modelling
Quant Buyside Valuations Models Risk Governance Insurance Pensions Asset Management
Risk Management Project Finance Financial Advisory Power Renewables Infrastructure Natural Resources CTAs Modelling EMEA Rating Methodologies
Software Developer Model Developer Financial Derivatives Valuations
Quantitative Regulatory Data Extraction Machine Learning
Valuation Methodology Valuation models Quant Analyst Model Validation Model Review Model Development IPV Independent Pricing Verification Asset Management Investment Management Fund Management
Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.
If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.