Trading Risk Quant Analyst – Model Validation
A European banking group are currently recruiting for an experienced Model Validation Quant Analyst to join their Trading Risk Quant Team. The team’s responsibilities include providing the quantitative expertise required to develop risk models and methodologies, performing pricing model validation and providing advice to traders and risk managers on quantitative topics.
You will require recent pricing model validation or risk model validation experience, strong C++ coding expertise, and due the highly numerical nature of the role, an MSc in a mathematically related discipline would be advantageous.
If you tick these boxes and you’re looking for a fresh challenge, please submit your CV.