There is an opportunity for a quantitative analyst to work in a leading investment bank in London in an AVP/VP level model validation function working with structured credit and securitised product models.
The team validate the bank's credit derivative models. This includes ABS, and hybrid credit models. All of them are part of the C++ Pricing library and the team are all strong mathematicians, and programmers.
The role is a great chance to grow your understanding of credit product pricing models. The function will sit alongside front office, market risk management, and valuations. As such, it will suit someone personable, and with strong stakeholder management, and leadership skills.
Compensation wise, they are somewhat flexible for the right person, and are looking at the bracket around £65,000 - £90,000 basic, plus an excellent bonus and benefits component.