• £80,000 Base - £120,000 Base
  • London, England, United Kingdom
  • Permanent, Full time
  • Barclay Simpson
  • 22 Feb 18

Quant - Pricing Model Validation, Credit Products Director

My client a leading investment bank is looking to recruit a VP or Director into their Pricing Model Validation team. This team will be building independent pricing models to benchmark against the front office. Candidates will have experience building pricing models for credit products such as CDS, CDOs, ABS/RMBS etc.

This is an exciting new role working in London. My client is specifically looking for Pricing Model Validation experience with Credit products.

My client a leading investment bank requires candidates to be able to code in C++ to be able to build independent pricing models to be able to build against the front office.

My client is happy to sponsor candidate visa requirements where neccessary if they cannot find a more suitable candidate locally.

Candidates are highly likely to have a PhD or at a very least a Masters degree in addition to proven quant experience, either on the trading desk building pricing models or in an independent Pricing model validaiton function.

 

If you are interested in finding out more, please get in touch urgently.