Twenty Financial Services are currently recruiting for a Pricing Model Documentation VP for a Tier 1 Bank in London on a contract basis.
The main responsibility of the role will be to own, document and monitor the pricing and market risk models as the bank goes through a large project to improve all model documentation.
- Write documentation for pricing model by working alongside all stakeholders who have input to the models lifecycle.
- Gain understanding of all aspects of the model from the validation, quant/analytics teams as well as relevant business areas.
- Prepare documentation until sign off by business heads.
- Strong knowledge of pricing and/or market risk models
- Background in model validation, review, monitoring or quant analysis would be desirable
- Front to back understanding of model lifecycle
- Good traded product knowledge ideally with securities
- Strong quantitative skills but it is not required to have coding skills