We have an opening with a leading investment bank in their Quant & Valuation team
The role would involve :
- Should create a standard process to execute methodology in line with compliance requirements.
- Should review and approve market data functions and models
- Review the IPV Processes conduction( conducted) by Business finance and control
- Should work closely with Traders, Market Risk Management, Model Risk Management, FO Quants, senior managers on new product, model development, model sign-off
Keyskills required :
- 5 years of Financial Modeling experience or equivalent
- 5+ years of derivatives valuation and independent price verification experience
- Desired University degree in Finance, Engineering, Mathematics or related degree. Post-graduate university degree (MFE or PhD preferred)
- Should have worked on Python
Didn’t find the job appropriate? Report this Job