Pricing Model Validation AVP

Competitive
Permanent
City of London
17 Oct 2019
BBBH744444

Global investment bank seeks AVP level Quant Analyst as part of their expanding Traded Pricing Model Validation team.

The role holder will be primarily responsible for performing and documenting analysis and testing of pricing models covering a number of different asset classes.

Key Accountabilities

  • The role holder will be responsible for performing and documenting analysis and testing of pricing models as well as performing and documenting reviews of other model types, including finance models, when required.
  • The role holder will be expected to assist in the timely delivery of valuation model uncertainty analysis for quarterly model risk reporting, when required.
  • The role holder will be expected to contribute toward the continuous improvement in efficiency and effectiveness of the processes that they are involved in
  • The role holder will be expected to clearly and concisely communicate complex ideas and concepts to a range of audiences in a variety of circumstances.
  • The role holder will have a highly rational & logical thought process with a strong attention to detail.
  • The role holder will be expected to solve complex problems, both quantitative and qualitative in nature.

Essential Skills:

  • The ideal candidate will have a postgraduate level education in a quantitative discipline, for example mathematics, physics, engineering, quantitative finance.
  • The ideal candidate will have proven ability to understand several pricing modelling approaches and their strengths and weaknesses as well as performing and documenting quantitative testing and analyses.
  • The ideal candidate will have programming experience, for example Python, C++.
  • The ideal candidate will have strong verbal and written communication skills and the ability to apply these skills to a range of audiences in a variety of circumstances.
  • The ideal candidate will be a team player with excellent communication skills who is comfortable working against tight short-term deadlines in a dynamic environment.
  • The ideal candidate will have a strong desire to learn and add value wherever possible.
  • The ideal candidate will have a highly rational & logical thought process with a strong attention to detail

--

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

Similar Jobs

Global investment bank seeks Associate or AVP level Counterparty Risk Analyst as part of their expanding limit and exposure team.
City of London11.10.2019
Global investment bank seeks AVP level Quant as part of their expanding Risk Model Validation team.
City of London11.10.2019
Alex Riedl's picture
Principal Consultant
London + 44 20 7092 0103 | ariedl@morganmckinley.co.uk