Equities Price and Model Validation

London, England, United Kingdom

A well-known, multinational investment bank is looking for an equity derivatives price and model validation candidate to join their team in London with a 6 months rolling contract.

Key responsibilities

You will join a team of 50

Provide expertise on models for financial products traded on an equity trading desk (Equity Forwards, Rainbow, Asian, Cliquet, etc).
Experience gained from testing/validating/implementing equity derivatives models within front office pricing envorionment or risk management.
Some knowldge of programming is a must (C++, C#).
Establish working relationships with other members of the team in other regions and across the organisation as appropriate.
Provide day-to-day technical expertise and operational support.
Testing scripts for products.
Writing model documentation compliant with internal and regulatory standards.
Writing documentation on testing.

Numerate degree in applied maths, physics, quantitative finance, engineering.
Equities and Derivatives product knowledge and modelling approaches (Dupire, Heston, smile modelling, etc) is a must.
Good analytical and problem solving skills.
Experience working in investment banking background.
Some understanding of programming fundamentals (C# or C++).

If you are interested in this role please apply below or contact me for more information.
0207 092 3282 or email me on dneshai.bailey@eamesconsulting.com
London, England, United Kingdom London England GB