CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
The role is as a Quantitative Analyst to independently review and analyse derivative models for price and risk of FX and Interest Rates models.
Reviews and analysis require deep understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. In addition to theoretical analysis and review it is required (where appropriate) that model/products are independently implemented in a managed C++ library.
PhD qualification in numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics. Strong candidates with other post-graduate qualifications may also be considered.
Relevant experience in a Model Validation or Front Office Quant role.
Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.
Deep understanding of FX and Rates models.
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.
Internal Number: 5640824
About Morgan McKinley
eFinancialCareers is a career site specializing in financial services.