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
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