Twenty Financial Services are currently recruiting for a Quantitative Model Validation Analyst for a leading Financial Services Company in London.
This person will sit in the Model Validation team and will carry out internal validations across pricing and risk models, as well as developing challenger models.
- Model validation of pricing models, risk models and margin models
- Var and "Risk not in VaR" model validation
- Work cross all asset classes (rates, equity, FX etc.)
- Development of challenger models
- Preparation of reports and presentation of validations to Risk Committee and boar; suggesting challenges and improvements
- Frequent liaison with senior stakeholders (CRO, Heads of functions)
- Perform quantitative analysis to a high degree across a range of products
- MSc Degree in a quantitative subject
- Strong programming ability in Python, R or C++ (SQL desirable as well)
- Risk modelling experience (preferably from an investment banking, consultancy clearing or broker firm) including validation or development of models
- Knowledge across multiple asset classes
- Experience of regular interaction with senior stakeholders and stakeholder groups with ability to challenge and articulate at a high level