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Quantitative Model Validation Specialist

Posted 6 February by Randstad Financial and Professional Easy Apply Ended
An immediate opportunity has arisen for a Model Validation Analyst to join our client; a leading Investment Bank based in the City of London, on a permanent basis.

The ideal candidate must have significant Model Validation experience within a Market Risk or Counter-party Credit Risk capacity, a high level of proficiency with one or more coding languages such as C++, Python, Matlab and a thorough understanding of financial instrument products traded by Investment Banks.

Experience required,

-Strong coding skills in one or more of the following (C++, Matlab, VBA, Python)
-MSc within a statistical an mathematical field
-A deep understanding of Investment Banking products
-Previous experience working within Market Risk or Counter-Party Credit Risk Model Validation
-Strong communication and stakeholder management skills

If you are interested in this role and have similar experience to that outlined above, please apply with your up to date CV for a full specification.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

Required skills

  • C++
  • Market Risk
  • Matlab
  • Python
  • Model Validation
  • Counter-party Credit Risk

Reference: 34412959

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