Cross Asset Pricing Model Validation Quant - AVP Cross Asset Pricing Model Validation Quant - AVP …

Morgan McKinley
in London, United Kingdom
Permanent, Full time
Last application, 22 Sep 21
Competitive
Morgan McKinley
in London, United Kingdom
Permanent, Full time
Last application, 22 Sep 21
Competitive
Cross Asset Pricing Model Validation Quant - AVP
Job Summary
  • London
  • Permanent
  • BBBH774043
  • Sep 09, 2021
  • Competitive

Job Description
Global investment bank seeks AVP level Quant Analyst as part of their expanding Pricing Model Validation team. The role offers wide exposure to cross asset models.

Traded Pricing Models is responsible for the quantitative review and challenge across pricing models, market risk models, counterparty credit risk models and finance models.

Key responsibilities:

* Assisting in the timely delivery of valuation model uncertainty analysis for quarterly model risk reporting, when required
* Contributing toward the continuous improvement in efficiency and effectiveness of the processes that you are involved in
* Collaborating with other model stakeholders such as Front Office, Quantitative Analytics, Market Risk, Counterparty Credit Risk and Line Product Control
* Communicating clearly and concisely complex ideas and concepts to a range of audiences in a variety of circumstances.
* You will be expected to solve complex problems, both quantitative and qualitative in nature
* Performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models and reviewing of other model types, such as finance.

Key skills

* A postgraduate level education in a quantitative discipline, for example Mathematics, Physics, Engineering, Quantitative Finance.
* Proven ability to understand several pricing modelling approaches and their strengths and weaknesses as well as performing and documenting quantitative testing and analyses.
* Programming experience, for example Python, C++.
* Exceptional level of verbal and written communication skills and the ability to apply these skills to a range of audiences in a variety of circumstances.

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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