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VP - Model Validation - Quantitative Analytics

  • : £80,000 to £120,000
  • : Permanent
  • : London
  • : Global Banking Group


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Risk Models Quantitative Analyst Model Validation Quantitative Risk

Job Specification

Job Title: Quantitative Analyst

Corporate Title: Vice President

Division: Risk Management

Department / Group: Model Validation

Our client is a major global banking group 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 the added remit of managing Model Risk. 

Your Role

  • You will act as the deputy to the head of the group.
  • Will help represent the team and the bank with local regulators
  • Be a key contributor to the development of benchmark models 
  • Review exotic equity derivative models and approve exotic equity transactions
  • Provide your advice and expertise on model suitability, calibration, speed and accuracy
  • Discusses validation results with model owners and governance team to gain consensus and create strategies to implement changes if needed
  • Review model documentation and conduct test runs on model codes

Your Background

  • A minimum of 4 years working experience in a quantitative environment
  • A postgraduate degree such as a PhD (or equivalent) in a quantitative discipline
  • Established experience in quantitative financial models
  • Familiarity with Valuation  Models ( Equity, FX or Hybrid products )
  • Highly proficient in stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc
  • Strong implementation skills (Python/C++)
  • Confident communicator
  • Self-motivated work attitude



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