A leading investment bank is searching for an experienced technical candidate for their cross-asset methodology team in London. This role has been created through the current incumbent moving into a front office position and is an ideal role for a candidate seeking a strong technical challenge in a high performing Investment Bank.
Responsibilities
- Working with Valuation Control to ensure the organisation has a consistent valuations framework that meets requirements, internal and external, and provides effective controls
- Key Point of contact (including Model Risk Management, Quants, Market Risk, Trading and IT) to provide feedback from the control process and understand forthcoming developments.
- Provide an effective challenge to current processes and propose enhancements where required.
- Define, develop and implement new processes and procedures to improve controls.
Requirements
- Strong mathematical academic background – ideally to Masters/PhD level
- Experience of working in a quantitative finance role (technical valuations, market risk or model validation)
- Extensive Modelling experience
- Strong knowledge of pricing derivatives (any asset class)
- Excellent Programming skills - ability to produce production codes preferably in Python or ++.
This role offers daily interaction with the front office and is therefore essential you have exceptional interpersonal skills. This role offers very strong mobility into both front office roles or a path into the head of methodology position in the future.
If you are interested in this role please apply below. For more information or a confidential discussion contact me.
