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Model Validation / Quant Risk - Investment Management - London

Job Title: Model Validation / Quant Risk - Investment Management - London
Contract Type: Permanent
Location: London
Industry:
Salary: £60000.00 - £70000.00 per annum
Reference: BBBH15007_1492765174
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: April 21, 2017 09:59

Job Description

Twenty Financial Services are currently recruiting for a Model Validation role for a leading Investment Management firm based London.


The main responsibility of the role will cover model validation and governance for both investment and risk models across all asset classes as well as advising on quant approaches throughout the risk division.


Responsibilities:

  • Independent review of models; asset allocation algorithms, quant strategy tools, pricing models etc
  • Advise and work on quantitative risk modelling and methodologies
  • Produce reports on models and improve governance framework
  • Assist with the creation of software tools


Skills required:

  • Strong Model Validation/Governance experience, highly desirable to be from another buy side (Investment/Asset Management/Hedge Fund) firm but will consider banking backgrounds.
  • Experience with one or multiple of these programming languages; Matlab, Python, R, VBA or SQL
  • Good quantitative background, Masters level or higher education and ability to work with numerical, statistical, mathematical and econometric methods