Senior Quantitative Analyst, Model Validation (closed)
Global leading investment group and one of the largest pension investors with a world class reputation are looking for a Senior Quantitative Analyst to join their progressive team.
- Validate production valuation and risk models suitability/accuracy and suggest changes when needed.
- Ensure model materiality change and approval is managed with respects to business needs and deadlines.
- Responsible for the quality and timeliness of the production model review/validation results.
- Communicate to stakeholders with direct involvement in the life cycle of the model review/validation process and advise alterations to the process where required.
- Create project plans to review models and validate conditions.
- Carry out created projects under the guidance of management.
- Degree in Economics, Finance, Mathematics, Statistics, Stochastic Calculus, Theoretical Physics, Science or Actuarial Science.
- Experience in quantitative finance and/or vetting/validation (3-5 years).
- Understanding of Complex Derivative Products.
- Ability to review production models and write model review/validation reports.
- Excellent communication, analytical and project management skills.
- Knowledge of C/C++, Developer SQL, Fincad, Matlab and VB/VBA.
- Experience with database tools such as MS Access or SQL Server.
- Ph.D. Degree in math or sciences.
- CFA Chaterholder.
- Financial Risk Manager (FRM).
An excellent opportunity to work within a world class environment.