| Employer: | Top Tier US investment bank |
| Recruiter: | Selby Jennings |
| Location: | London, United Kingdom |
| Posted: | October 28, 2009 Expires: January 28, 2010 |
| Job Title: | Model Validation Quantitative Analyst, Credit Derivatives |
| Description: |
A top US investment bank is looking for a quantitative risk analyst/modeler in the Model Validation group. Model Validation is a multi-national, financial derivatives team within risk management. It covers all aspects of model validation (i.e. verifying derivatives pricing models, identifying the models’ key underlying assumptions and deriving models’ reserve requirements) and trade approvals for FX, equity, commodities, credit derivatives, mortgage products and rates products, assessing both market and credit risks. The successful candidate will prepare technical documentation of model validation, assist in the review of control procedures and the development of written policies and procedures for risk management practices. Candidate will work closely with model developers, various derivatives trading desks and risk management groups. In addition the candidate will be involved in development of risk measurement models such as VAR. To apply: Contact: jobs@selbyjennings.com or 0207 019 4100 |
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| Recruiter: |
Selby Jennings is the foremost provider of recruitment solutions to global financial institutions across Europe, the US, Asia and the Middle East. We work with a diverse range of clients, including investment banks, hedge funds and fund of funds, asset management, M&A, corporate finance and private equity financial consultancies and trading houses. Covering both contingency and retained recruitment services, we offer our clients an industry leading marketing driven operation, as well as a search and selection service to ensure we access the best and most relevant pool of candidates for every assignment. Please call a member of the team on 0207 019 4100 to find out more. |
| Ref Code: | grgr4re |
| Job Type: | Employee |
| Sector: | Quantitative finance |
| Website: | http://www.selbyjennings.com |
| Salary: | £70,000- £80,000 base |
| Hours: | Full time |
| Categories: | Quant Jobs, Mathematics Jobs, Physics Jobs, Statistics Jobs, Derivatives Jobs, Quantitative Analyst Jobs, Risk Analyst Jobs, Model Validation Jobs |
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