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Quantitative Analytics Specialist

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Goodman Masson 800.00 British Pound . GBP Per day

2021-12-03 07:33:40

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: I.T. & Communications

Job description

To be successful you will need the following experience:

  • Role requires Modelling SME with a minimum of 10 years' experience in model development or validation
  • Quantitative Analytics specialist knowledge of:
  • CVA, DVA, FVA
  • Pricing Models
  • IMM models.
  • Market risk experience in VaR and related models
  • Internal Audit of Models experience would be beneficial
  • Post-graduate academic studies in a Quantitative area.

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