Model Validation - Analyst Model Validation - Analyst …

Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 30 Apr 21
70,000
Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 30 Apr 21
70,000
Posted by:
James Baker • Manager - Risk, Quant and Front Office
Posted by:
James Baker
Manager - Risk, Quant and Front Office
My client, a tier 1 European Investment Bank, are looking to add an analyst to their very successful Model Validation function due to growth in the function.

Responsibilities: 

- Review rates, inflationa and hybrid derivative models 

- Help develop the benchmark models in the banks in house library using C++ 

- Work closely with Front Office Quants, Market Risk control and Trading 

 

Requirements:

- PhD in a matematical and numerical subject. 

- One to two years experience in a quantitative role. 

- Experience using C++ and Python and implementing complex derivatives models using Monte Carlo. 

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