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AVP - Equities Quant for a Top tier US Investment Bank

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

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Job Role
Contract Type
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


  • 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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