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Twenty Financial Services are currently searching for a Senior Quantitative Risk candidate for a global Financial Services business based in London. The position will focus on validating securitised fixed income products such as RMBS, CMBS and ABS
Validation of derivatives pricing models with a specific focus on fixed income securitised products
Validation of market risk and counterparty credit risk exposure models
Develop challenger models and create independent testing
Assist with model risk control and governance
MSc or PhD in quantitative subject
Strong experience within a quantitative or market risk position focussed on securitised products such as RMBS, CMBS and ABS
Experience with Python or R would be desirable but other advanced programming languages such as C++ and Matlab will be considered
Extensive experience writing documentation for models
Internal Number: 6505295
About Twenty Recruitment Group
eFinancialCareers is a career site specializing in financial services.