- £60,000 - £80,000
- London, England, United Kingdom
- Permanent, Full time
- 26 Sep 16
There is an opportunity for a Quantitative Analyst with front office pricing model development or validation experience to work in a Tier 1 Investment Bank in the City. The role will involve statistical modelling of various pricing models, including FX and Rates models.
Key Responsibilities will Include:
- Development and validation of Pricing models including FX models, and Interest Rates models
- Review and test of Front Office pricing models
- Management of the model risk including monitoring, stress testing, and annual reviews
The role requires experience with development/validation of pricing models, and strong statistical modelling and programming skills. Good education in a relevant quantitative field is also advantageous.
The role is offering a starting salary in the range of £60,000 - £80,000 plus bonus and benefits