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Manager Pricing Model Validation - Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2609 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 26/09/2017
PRICING MODEL VALIDATION MANAGER 

PRICING MODEL VALIDATION MANAGER – LARGE COMMERCIAL AND INVESTMENT BANKING GROUP – LONDON 


QUANTITATIVE ANALYST//MODEL VALIDATION// DERIVATIVE PRICING MODELS//QUANTITATIVE STRATEGY//QUANTITATIVE MODELLING// FX // INTEREST RATES // CREDIT // FIXED INCOME

Selby Jennings is working with a large commercial and investment banking group who are looking for a new manager in their pricing model validation team. You will be involved in developing benchmark pricing models, managing and interacting with key stakeholders and working on important validation projects across multiple asset classes. 

To apply for this position you will have a professional quantitative background in model validation, a good knowledge of interest rates and FX modelling and strong C++ coding skills.

Responsibilities will include: 

•         Development of benchmark pricing models in the independent C++ library
•         Analysis and review of pricing models across multiple asset classes
•         Research performance analytics for individual portfolio strategies 

To be considered for this opportunity you will need to demonstrate: 

•          An advanced mathematical, quantitative or econometrical qualification – Ph.D. preferred 
•          Extensive experience in programming using C++ 
•          Extensive experience interest rates and FX derivatives modelling
•          CFA qualification is desirable, any other professional financial qualifications will, of course, help to               demonstrate aptitude 

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsEMEA(AT)selbyjennings(DOT)com

QUANTITATIVE ANALYST//MODEL VALIDATION// DERIVATIVE PRICING MODELS//QUANTITATIVE STRATEGY//QUANTITATIVE MODELLING// FX // INTEREST RATES // CREDIT // FIXED INCOME

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