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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 |
Bloombergs Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services,including its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation services. These models include those for pricing derivative products across all major asset classes; counterparty credit, XVA andinitial margin; value-at-risk and other market risk metrics; and credit risk models. Within the Quantitative Analytics team, the Model Validation group is responsible for defining internal standards for model development, testing and governance; and for providing review and challenge of models to ensure they are fit for purpose and in linewith market-standard expectations. The Model Validation group also works with Bloomberg clients to facilitate their own internal model validation requirements when adopting Bloomberg solutions. The Model Validation group has an open position for an experienced model validation quantitative analyst to support the growing client business. Typical responsibilities will include: