Senior Model Validator – Equities
– Working on the development of benchmark models using C++ within the banks in house library.
– Independently review exotic equity derivative models.
– Liaise with senior stakeholders and wider team members to approve equity trade transactions
– Act as an SME on model suitability and improvement.
– Be a representative of the team on internal meetings.
– Deal directly with Front Office Quants, Market Risk and Trading teams.
– A minimum of 5 years working in a similar role.
– A masters or PhD in a quantitative subject
– Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo
– Excellent communication skills and proven delivery