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The team covers a wide range of model risk functions including model validation, mathematical verification, model limitation analysis, and assessment of the models impact on valution, credit, and market risks. Development of market and credit risk methodology will also be involved.
Development of models will largely be in C++, so a strong grasp on programming is essential. A deep professional understanding of financial mathematics is essential as is the ability to develop and/or validate Interest Rate pricing models.
The role will offer a competitive basic salary in the range of £95,000 - £120,000 plus bonus and benefits. Further to that, it provides an opportunity to grow and develop in a leadership role within a very strong team of talented quantitative analysts.