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Senior Model Validation Fixed Income - FS - London

Job Title: Senior Model Validation Fixed Income - FS - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £70000 - £80000 per annum
REF: BBBH20902_1568194136
Contact Name: George Marks
Job Published: 12 days ago

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