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Model Validation Quant, Banking, London, £600-800

Eingestellt von Orgtel aus Frankfurt am Main

Gesuchte Skills: Matlab, Python

Projektbeschreibung

Model Validation Quant, Banking, London, IR/Equity Pricing Models, £600-800 per day

A global investment bank urgently require a Model Validation Quant with experience of revalidating Counterparty Credit Risk models for Interest Rates and Equity pricing models on a 6 month rolling contract paying £600-800 per day.

You will meet the following requirements:

Relevant MSc or phD in a quantitative subject

Strong documentation skills: can translate model concepts and summaries into detail

Detailed analytical knowledge of market standard interest rate and equity derivative pricing models

Good awareness of EPE model underMonte Carlosimulation

Familiar with common statistical tests of for risk models, e.g. backtesting

Coding in Matlab/Python/R/C++ etc

This is an excellent opportunity for an advanced level Model Validation Quant to join this team and work on some interesting counterparty credit risk models. If interested please apply immediately with your latest CV.

Key Words: Model, Validation, Quant, Quantitative, Banking, London, Pricing, Interest Rates, IR, Equity, Pricing, Models, Counterparty, Credit, Risk, Interest, Rates, Equity, EPE, Monte, Carlo, Back, Testing, Matlab, Python, R, C++
To find out more about Orgtel please visit www.orgtel.com

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab, python

Orgtel

  • Straße:

    Große Bockenheimer Str. 50

  • Ort:

    60313 Frankfurt am Main, Deutschland