Quantitative Analyst, Model Validation

  • Company

    Carr Lyons Search and Selection

  • Location

    UK-London

  • Compensation

    Excellent

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    21 Nov 2008

  • eFC Ref no

    457587
Top US Investment Bank looking to hire an experienced Quantitative Analyst to join Model Validation group to focus on cross asset, exotic products.

Roles and responsibilities for this role will include:

*Completing reviews of models, both produced in-house by the Front Office Quantitative Analytics function, and those in external vendor systems.
*Extensive interaction with traders and front office quants.
* Assisting risk managers and Finance with quantitative issues.
* Development of bespoke models to further assess those produced by the front office.

Ideal candidates will possess the following:

* At least Masters, or PHD in Mathematics or related quantitative scientific discipline
*Excellent quantitative and statistical skills.
*Strong programming skills, preferably in C++ and Visual Basic.
*Strong communication skills, both written and verbal.

If you have the relevant background and would like to be considered for this position then please send your details on to me and I will be in touch shortly.
 

  • Contact:

    Nick Cotter

  • Company:

    Carr Lyons Search and Selection

  • Website:

    www.carrlyons.com

  • Recruiter Ref:

    EFCNC4308

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