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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Strong quantitative background, owning an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics. In-depth knowledge of capital markets: how the markets operate, what the liquidity and price observability of the key productsare, what the trading venues are, and what the various netting and collateral agreements are. Familiarity with many pricing models as well as with market and counterparty risk modelling techniques. Good understanding of the regulatory requirements for thescope of models being in charge of. In-depth knowledge of model risk management processes, regulatory requirements, internal policies, standards and templates. Advanced programming skills in Python / R / C# or other languages allowing fast assessment of modelfeatures and carrying out comparison of model alternatives. Up to £1000 per day Umbrella Rate 6 month rollinghybrid working 2/3 days per week in their London Offices.