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My client, a leading investment bank based in the City, require an experience quant who has come from a front office model validation background. Ideally the quant will have experience validating pricing models for vanilla rates products. This is a long term contract opportunity where my client need someone to help deliver a POC withn a fairly short deadline. The candidate the needs to be able to articulate technical concepts to a non technical audiance (heads of desks, senior traders etc) and help them understand how changes in the methodology could impact their business.
- Front Office Pricing Models (development/validation)
- Interest Rates
- Experience of delivering POC.
Internal Number: 5287789
About Charles Levick
eFinancialCareers is a career site specializing in financial services.