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Pricing Model Documentation VP - Banking - London

Job Title: Pricing Model Documentation VP - Banking - London
Contract Type: Contract
Location: London, England
Industry: financial services
Salary: £600 - £700 per day
REF: BBBH16541_1506082427
Contact Name: George Marks
Job Published: 26 days ago

Job Description

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.

Responsibilities:

  • 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.

Skills required:

  • 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