We have a current opportunity for a Market Risk Model Validator on a permanent basis. The position will be based in London with a Global Investment Bank.
Requirements:
- Knowledge of and practical experience with coding, ideally with C++, though other models are considered.
- Experience with either model validation or model development, or risk modelling derivatives for at least three years.
- - A PhD in a highly numerical subject such as Mathematics, Physics, Engineering or Mathematical Finance. Other equivalent, highly numerical degrees will be considered.
For further information about this position please apply.
