Quant Analyst - Risk Model Validation - Pricing

iKas International
London, UK
Closing date
19 Sep 2020

View more

Contract Type
You need to sign in or create an account to save a job.
Senior Quant Analyst (Risk Model Validation) - Banking - London

iKas International are currently recruiting on behalf of a market renowned top tier investment bank who require a Senior Quant Analyst who will be responsible for independently validating valuation models, reviewing and validating front office derivative pricing models, with a primary focus on interest rates and IBOR transition.

You will be working closely with the Front Office Quant Teams and Trading Teams.

Key skills required:
  • Quant Analyst (min 5-7 plus) - Experience in derivatives pricing models (ideally for interest rates derivatives) gained within a quantitative role either in front office or in model validation
  • Strong analytical skills, with an academic background in Maths or Physics. In particular a strong knowledge of stochastic calculus, financial mathematics for derivatives pricing, and associated numerical methods.
  • Sound judgement in assessing the strength and weaknesses of modelling approaches.
  • Experience in developing projects in C++
  • Strong communication skills. In particular strong writing skills with an ability to consistently produce precise, accurate and concise documentation

Your International Talent Provider

iKas International Limited is providing recruitment services for this role. By clicking 'APPLY NOW', you confirm that you understand that any personal data you submit through your application will be used to provide you with our recruitment services. For further detail on how iKas International Limited process your data, please read the iKas Privacy Statement.
You need to sign in or create an account to save a job.

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert