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Senior Manager Rates - FinTech - London

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Twenty Group 175000.00 British Pound . GBP Per annum

2021-12-03 07:34:31

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: I.T. & Communications

Job description

Validate derivatives pricing models in the areas of Commodities and Equities
Validate Commodity demand and supply models
Validate relevant risk model components e.g. margin models, VaR
Develop benchmark models
Contribute to all aspects of model risk control; identify model issues, design risk's own ongoing opinion performance assessment, provide high quality model validation documentation and model risk reporting
Contribute to establishing LSEG model governance framework
Assist risk and business management in all aspects of model risk
PhD or MS degree in Applied Mathematics, Finance, Statistics, Physics, Engineering or similar
10+ years of strong quant experience with Commodity/EQ/FX
Prior experience in Power and Gas, ideally in renewables, is an advantage
Good understanding of risk models
Good coding skills within a professional environment (Python or c++)
Working experience with Yield Book models and familiarity with Eikon is a plus
Strong analytical and problem-solving skills, good attention to detail.

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