Für Recruiter

Model Validation Quant - Investment Banking

S.R Investment Partners
London, Vereinigtes Königreich
Gepostet vor 2 Tagen Hybrid Permanent ££ Competitive + Bonus + Great culture
Shanaz
Gepostet von
Shanaz Rob
Managing Partner
Model Validation / Market Risk Quant is required for a global investment management firm. This Quantitative Analyst will be validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm and challenging them. if you have exposure to FRTB will be a bonus. This investment management also develops measures of Model Risk; monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model approval breaches.

Experience:

·       Evaluation models/ risk development

·       Understanding of Prudent valuation regulations

·       Derivatives valuation models

·       Python coding

·       2-6 years experience

·       FRTB

·       Understanding of financial markets

·       Review of implementation, with benchmarking against approved models and/or independent re-implementation

·       Counterparty risk – bonus

·       Model Risk analysis: identification, analysis, and quantification of model limitations

·       Definition of mitigating actions (model usage restrictions, improvement recommendations, reserves), in agreement with all stakeholders (FO Quants, Trading)

·       Strong quantitative background, owning an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics/ quant finance.

·       Experience in developing or validating financial models related to Capital Markets either on the Front Office side or on the Risk side.

·       In-depth knowledge of Capital Markets: how the markets operate, what the products are, what the main risk drivers are, how the financial instruments and derivatives are revalued, and what the shortcomings of the industry standards are.

·       Familiarity with prudent valuation techniques and regulatory requirements.

·       Strong understanding of stochastic processes and derivatives pricing techniques, familiarity with several underlying asset price models and with various numerical techniques.

·       Clearly and concisely communicate the results of the Model Validation analysis to the rest of the team, other less quantitative functions and senior management

·       Experience with Equity models/ products or any asset class

·       Knowledge of numerical methods (Finite difference, Monte Carlo)

·       Significant working experience in Model Validation or Model Development teams

 

Location: London or Paris

Salary: £ Competitive + Bonus + Great culture

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion, please contact Margarita Ivlieva at Shanaz.rob@srinvestmentpartners.com or +44 (0)203 603 4474 for more details

Job ID  ModelValQuant
Mehr Jobs von S.R Investment Partners
S.R Investment Partners
Portfolio Manager / Trader - Fixed Income (Risk)
S.R Investment Partners
Paris, France
vor 2 Tagen Full time € Competitive + Bonus + 52 days holiday
S.R Investment Partners
Senior C#/WPF Developer (Investment Banking)
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time £850-950 daily rate, Contractor role
S.R Investment Partners
eFX Quantitative Analyst - Algo Trading
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time `£ Competitive + Bonus
S.R Investment Partners
Portfolio Manager - Futures
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time £ Competitive + Bonus
S.R Investment Partners
Portfolio Manager / Quant Trader
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time £ Competitive + Bonus
S.R Investment Partners
Senior Portfolio Manager - Volatility Trading
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time £ Competitive + Bonus
S.R Investment Partners
Senior Quantitative Analyst - Credit Flow
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time £ Competitive + Great bonus
S.R Investment Partners
Portfolio Manager - Statistical Arbitrage
S.R Investment Partners
London, United Kingdom
vor 2 Tagen Full time £ Competitive + Bonus
S.R Investment Partners
Consultant en Affaires Publiques - Business Development Consultant
S.R Investment Partners
Paris, France
vor 2 Tagen Full time Competitive
S.R Investment Partners
Senior Quantitative Analyst (Equities)- Hedge Fund
S.R Investment Partners
Paris, France
vor 2 Tagen Full time €€ competitive + Bonus and great amounts of benefits