Quantitative Analytics Specialist
To be successful you will need the following experience:
- Role requires Modelling SME with a minimum of 10 years’ experience in model development or validation
- Quantitative Analytics specialist knowledge of:
- CVA, DVA, FVA
- Pricing Models
- IMM models.
- Market risk experience in VaR and related models
- Internal Audit of Models experience would be beneficial
- Post-graduate academic studies in a Quantitative area.