Investment Banking - Model Validation Opportunities

Pre-requisites for the roles include: * At least an MSc from a top university (PhD preferred) * Strong technical skills (C++, VBA, SAS - as required) * Relevant work experience with a top tier institution * The ability to work in the UK without sponsorship. Mandates include: Bulge Bracket Investment Bank - Front Office VaR Methodology (AVP/VP - £55 - 85k) * PhD not required, but highly preferrable. * Cross asset experience in either Model Validation or VaR Methodology. * C++ required * Tier One Investment Banking experience preferential Bulge Bracket Investment Bank - Market Risk Model Validation (2 + years and 5+ years); Credit Risk Model Validation (2+ years and 5+ years) * The market risk openings are cross asset opportunities. * The credit risk roles relate to the wholesale portfolio - those with strong knowledge of EAD and LGD modelling will be viewed favourably. International Investment Bank - VP Level Market Risk Model Validation (Up to £90k) * The focus of the roles will be cross asset (more vanilla) * Candidates will be expected to contribute constructively to the development of a new CVA methodology and other derivative issues. * C++ required To find out more about Huxley Associates, please visit www.huxley.com