AVP - Equities Quant for a Top tier US Investment Bank
- Employer
- Eximius Finance
- Location
- London, United Kingdom
- Salary
- £70k - £80k
- Closing date
- Oct 6, 2023
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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.
Skills required:
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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