AVP/VP Model Validation Quant Analyst - Equity - Pricing Models - Investment Bank AVP/VP Model Validation Quant Analyst - Equity -  …

ITS-City Ltd
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Oct 19
Excellent
ITS-City Ltd
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Oct 19
Excellent
My client is a leading Investment Bank, who is seeking to expand its derivative pricing model validation team with experienced Quantitative Analysts who will implement pricing models to benchmark against those produced in the front office..

You must have experience of modelling and/or validating derivatives pricing models, A background in Equity, FX or Hybrids products are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models.

Your background:

  • Minimum 4 years relevant experience of implementing and/or validating models for Equity, FX or Hybrid products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team
  • Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
  • Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
  • Strong programming skills in C++.
  • You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions

Send your CV for immediate consideration.

Contact I.T.S City

To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:

Email: simon@its-city.com

Direct Line: +44 (0) 203 176 6648

 

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