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AVP - Equities Quant for a Top tier US Investment Bank

Employer
Eximius Finance
Location
London, United Kingdom
Salary
Competitive Salary
Closing date
Feb 13, 2024

View more

Job Role
Other
Sector
Finance
Contract Type
Permanent
Hours
Full Time
My Client, is looking to hire for an AVP level model risk quant in equities. This role will provide a great platform for career development working for one of the leading US investment banks

Responsibilities.

  • Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
  • Manage stakeholder interaction with model developers and business owners during the model lifecycle.
  • Provide effective challenge to model assumptions, mathematical formulation, and implementation
  • Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
  • Contribute to strategic, cross-functional initiatives within the model risk organisation.

Skills required:
  • Degree from a quantitative field - Ideally PHD or MSC
  • Experience in quantitative risk management or front office Quant role
  • strong derivative pricing skills working with C++/python
  • Knowledge of Stochastic Simulations & Monte Carlo Methods
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