Job Description
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
