One of the largest financial services firms in the world is looking to bring on a VP level candidate to join their larger Quant Risk team to operate in a Model Validation function.
This individual will be responsible for performing model validation duties across a range of models including pricing and risk models across a broad range of asset classes. This individual will be exposed to Equities, Rates, FX, Commodities, and OTC derivatives and have a hands on impact in providing liquidity to the market.
The ideal hire will have 3+ years working in a market risk model validation function, with exposure to a range of traded asset classes. The ideal candidate will have hands on experience in Python, C++, R, or SQL and a higher level degree in a Mathematical function.
- Research and test market risk and pricing models across a range of asset classes
- Perform ad-hoc model analysis as required
- Work closely with front office quant development team to mitigate issues in pricing and risk models
- Design new benchmark models to monitor performance
- 3+ years in a Quantitative risk function, market risk, model validation, risk analytics, quant modelling
- Exposure to VaR Models and Pricing Models created by front office Quants
- Working knowledge of a range of asset classes (Equities, Rates, FX, Fixed Income, Commodities, OTC Derivatives)
- Masters or Phd degree
- Working Ability in Python, C++, R, or SQL