Model Validation (XVA)
- Salary: GBP400 - GBP450 per annum
- Location: London, England, United Kingdom
- Job Type: Full time
- Company: JCW Search
JCW have been engaged by a consultancy to recruit for a model validator for a project with a banking group based in London.
- XVA/MVA Model validation.
- Programming in VBA and python.
- Technical/quantitative background.
- Top tier banking experience.
- Strong academic background (quant/mathematical degree and PHD)
- XVA/CCR experience.
- Good knowledge of derivative pricing models.