Quantitative Analyst – Pricing Model Validation Quantitative Analyst – Pricing Model Validation …

Quanteam
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Apr 20
x
Quanteam
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Apr 20
x
Our client, one of the major British Investment Banks, is looking to bring on-board several Quantitative Analysts within their Pricing Model Validation team.

THE PROJECT

The Quantitative Analyst consultants will join the Pricing Model Validation team (Rates, Inflation, FX, Credit, Commodities, Asset Backed Securities, EMTN issuance, etc..).

In this Model Validation perspective for Front Office models, the team is responsible for building benchmarking models from scratch, with a scope of intervention encompassing the full model development life-cycle, from mathematical modelling to C++ implementation.

In order to accelerate and increase the capacity of the team, our client is looking to bring on board senior and mid-level consultants, happy to commit to the long run and face the challenges and deadlines with internal teams.

PROFILE REQUIRED

  • Strong academic background (eg. MSc from top tier Universities, PhD. in Mathematics or Physics, Degree from Top Engineering Schools)
  • Strong mathematical and modelling background
  • Solid C++ programming skills
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