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AVP - Pricing Model Validation

AVP - Pricing Model Validation
Job Roles Risk
SectorFinancial Services - Banking
Salary65,000 to 75,000 per annum - pension, flexible benefits
LocationsLondon - London - Central
Job TypePermanent
 
Job Description
An excellent opportunity has arisen for talented quantitative professional's to join the model validation team of one of the largest and most diverse banking groups in the world.

The role is based in the model risk function within risk management, and will offer the successful individual the opportunity to play a key role in the review, validation and governance of a wide variety of models used to price trades and quantify risk and associated capital requirements across the whole of the banks product portfolio including the investment bank, corporate bank and retail back. The successful candidates will work in a team of highly experienced, like minded professionals which will provide an excellent platform for ongoing learning and development, as well as the opportunity to gain exposure to different types of product and both traded and non-traded risk.

This role is at AVP, however, there are also AVP level roles validating credit and stress testing models, AVP and VP roles validating cross asset pricing models for the investment bank, and a VP role validating counterparty and market risk models also for the investment bank

The roles would suit highly motivated and ambitious Masters or PhD graduates (Physics, Maths, Engineering etc) with prior experience working in a quantitative role, preferably in validation although developers looking to move into validation will also be considered. You should have strong expertise in C++ programming or similiar and ideally be familiar with at least one of the types of model mentioned about. Candidates from quant teams in advisory or technology firms are also encouraged to apply.

If this sounds like you, please get in contact to learn more and apply for the position.
Date Posted12/05/17 15:19
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Contact Details
Goodman Masson
Agency Goodman Masson
Tel 02073367711
Email Click Here to Email Agency Directly
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