Rates Pricing Model Validation Quant Rates Pricing Model Validation Quant …

Quanteam
in London, United Kingdom
Contract, Full time
Last application, 18 Jun 21
x
Quanteam
in London, United Kingdom
Contract, Full time
Last application, 18 Jun 21
x
Posted by:
Lisa d'Enquin • Recruiter
Posted by:
Lisa d'Enquin
Recruiter
Quanteam UK is working within the Pricing Model Validation function of a major British Investment Bank, to bring on-board a Quantitative Consultant with Rates experience.

CONTEXT

Our client, one of the Major British banks on the financial markets industry, is currently looking to develop and strengthen their Derivatives products business and position in the Financial Markets industry.

The Quantitative analyst consultant will join the Pricing Model Validation team (Rates, Inflation, FX, Credit, Commodities, Asset Backed Securities, EMTN issuance, etc..). The scope of this team has been significantly widened in the last years.

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 Junior consultants, happy to commit to the long run and face the challenges and deadlines with internal teams.

More precisely, the first project you would work on is the development of 4-5 factors pricing models, for Rates products

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++ or Object oriented programming skills
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