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 level
- Experience of working in a quantitative finance role (technical valuations, market risk or trading)
- Strong knowledge of pricing derivatives (any asset class)
- Excellent programming ability (preferably Python).
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 or contact me for more information.
