Avp - Equities Quant for a Top Tier Us Investment - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
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London, United Kingdom

1 day ago

Tom O´Connor

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Tom O´Connor

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Description
My Client, is looking to hire for an AVP level model risk quant in equities. This role will provide a great platform for career development working for one of the leading US investment banks


Responsibilities.

  • Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
  • Manage stakeholder interaction with model developers and business owners during the model lifecycle.
  • Provide effective challenge to model assumptions, mathematical formulation, and implementation
  • Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
  • Contribute to strategic, crossfunctional initiatives within the model risk organisation.

Skills required:

  • Degree from a quantitative field
  • Ideally PHD or MSC
  • Experience in quantitative risk management or front office Quant role
- strong derivative pricing skills working with C++/python

  • Knowledge of Stochastic Simulations & Monte Carlo Methods
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