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AVP - Equities Quant for a Top tier US Investment Bank

Eximius Finance
London, United Kingdom
£70k - £80k
Closing date
Mar 16, 2024

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment 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:
  1. Degree from a quantitative field - Ideally PHD or MSC
  2. Experience in quantitative risk management or front office Quant role
  3. strong derivative pricing skills working with C++/python
  4. Knowledge of Stochastic Simulations & Monte Carlo Methods

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