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Model Validation - FX/Equities/Rates

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Eximius Finance 130000.00 British Pound . GBP Per annum

2021-12-03 09:09:07

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: I.T. & Communications

Job description

Responsibilities:

- Lead independent reviews of Front Office model marking and calibration to the observable market.

- Develop model fair value adjustment and uncertainty reserve methodologies.

- Develop control methodologies for independent price testing.

- Work alongside front office trading and quants.

Requirements:

- Minimum MSc in quantitative discipline (preferably PhD).

- Strong working knowledge of mathematical finance and how this is used for derivative pricing.

- Proficiency in C++ and Python.

- Proven written and verbal communication skills.


For more information please send in an application.

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