Senior Model Validation Fixed Income - FS - London

Twenty Financial Services are currently searching for a Senior Quantitative Risk candidate for a global Financial Services business based in London. The position will focus on validating securitised fixed income products such as RMBS, CMBS and ABS

Responsibilities:

• Validation of derivatives pricing models with a specific focus on fixed income securitised products
• Validation of market risk and counterparty credit risk exposure models
• Develop challenger models and create independent testing
• Assist with model risk control and governance

Skills required:

• MSc or PhD in quantitative subject
• Strong experience within a quantitative or market risk position focussed on securitised products such as RMBS, CMBS and ABS
• Experience with Python or R would be desirable but other advanced programming languages such as C++ and Matlab will be considered
• Extensive experience writing documentation for models