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AVP/VP Model Validation Quant Analyst - Equity - Pricing Models - Investment Bank
June 14, 2018
London, United Kingdom
You must have experience of modelling and/or validating derivatives pricing models, A background in Equity, FX or Hybrids products are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models.
Minimum 2 years relevant experience of implementing and/or validating models for Equity, FX or Hybrid products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team
Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
Strong programming skills in C++.
You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions
Send your CV for immediate consideration.
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