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Senior Model Validator - Equities

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Eximius Finance 125000.00 British Pound . GBP Per annum

2021-12-03 07:44:40

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: I.T. & Communications

Job description

Responsibilities

- Working on the development of benchmark models using C++ within the banks in house library.

- Independently review exotic equity derivative models.

- Liaise with senior stakeholders and wider team members to approve equity trade transactions

- Act as an SME on model suitability and improvement.

- Be a representative of the team on internal meetings.

- Deal directly with Front Office Quants, Market Risk and Trading teams.

Essential Requirements

- A minimum of 5 years working in a similar role.

- A masters or PhD in a quantitative subject

- Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo

- Excellent communication skills and proven delivery

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