Top Tier Investment Bank searching for Quant with Equity/X Asset Class to join their technical IPV team. You will be responsible for the appropriate usage of valuation and risk models within Front Office trading spreadsheets across all product lines, and the identification of associated model and market risks. This requires an understanding of the theoretical basis of each model, and their properties.
The group has a high profile with Front Office, Risk, Finance and other senior management.
Main duties include review and drive improvements to key valuation controls:
- Model Risk analysis
- Portfolio valuation and model calibration
You will have key exposure to senior management, quants and risk teams. This role requires focus on a global Equities and development of controls specific to the area, though exposure to other asset classes is also possible. The successful candidate will have a PhD, strong with key senior business partners, in particular Front Office and Risk and the wider finance function.
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