Senior Model Validator - Equities
- Employer
- Eximius Finance
- Location
- London, United Kingdom
- Salary
- Up to £125,000
- Closing date
- May 23, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
- Working on the development of benchmark models using C++ within the banks in house library.
- Independently review exotic equity derivative models.
- Liaise with senior stakeholders and wider team members to approve equity trade transactions
- Act as an SME on model suitability and improvement.
- Be a representative of the team on internal meetings.
- Deal directly with Front Office Quants, Market Risk and Trading teams.
Essential Requirements
- A minimum of 5 years working in a similar role.
- A masters or PhD in a quantitative subject
- Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo
- Excellent communication skills and proven delivery
- Working on the development of benchmark models using C++ within the banks in house library.
- Independently review exotic equity derivative models.
- Liaise with senior stakeholders and wider team members to approve equity trade transactions
- Act as an SME on model suitability and improvement.
- Be a representative of the team on internal meetings.
- Deal directly with Front Office Quants, Market Risk and Trading teams.
Essential Requirements
- A minimum of 5 years working in a similar role.
- A masters or PhD in a quantitative subject
- Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo
- Excellent communication skills and proven delivery
You need to sign in or create an account to save a job.
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