5 months ago
You'll be responsible for participating in new product approval processes and ensuring all of the risk models associated are up to scratch. You'll not only develop pricing models but also validate and control these models for a variety of assets including Equity and FX. You'll also be involved in stress testing and IPV.
Ideally, the client would look for a Master of PhD level education in a quantitative area (Physics, Maths, Engineering etc) with experience working in financial services. Knowledge of financial markets, trading systems and products would be really helpful as you'll be working in a trading environment, collaborating with various teams across Market Risk and Product Control. Programming knowledge should be strong, Python and Java will be used on the job.