Top US Investment Bank looking to hire an experienced Quantitative Analyst to join Model Validation group to focus on cross asset, exotic products.
Roles and responsibilities for this role will include:
*Completing reviews of models, both produced in-house by the Front Office Quantitative Analytics function, and those in external vendor systems. *Extensive interaction with traders and front office quants. * Assisting risk managers and Finance with quantitative issues. * Development of bespoke models to further assess those produced by the front office.
Ideal candidates will possess the following:
* At least Masters, or PHD in Mathematics or related quantitative scientific discipline *Excellent quantitative and statistical skills. *Strong programming skills, preferably in C++ and Visual Basic. *Strong communication skills, both written and verbal.
If you have the relevant background and would like to be considered for this position then please send your details on to me and I will be in touch shortly.
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503