AVP & VP Equity Model Validation AVP & VP Equity Model Validation …

Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 30 Oct 20
60,000 - 120,000
Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 30 Oct 20
60,000 - 120,000
A Leading Investment bank is developing its onshore model validation capabilities in London and looking to hire 2 additional headcount.

The role:

Review all exotic & hybrid models pricing models 

Approve transactions 

Develop the internal benchmarking library using C++ & Python

Partner with the front office Quants 

 

You will have the below experience:

2 - 8 years within a Quantitative role 

Knowledge of Equity or FX derivatives 

Experince using Python & C++

Knowledge of Partial differential equation techniques & the use of monte carlo in complex derivative models 

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