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Model Validation Quant - Fixed Income

Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

  • The role requires a Model Validation quant, ideally with 3- 8years experience in stress testing frameworks and running model validation, in line with the scenarios and requirements around CCAR.
  • This will require Programming skills Python, Java, Scalaor C++ to set up data and automate testing.
  • The incumbent will ensure that the documentation of pricing models evidencesthe calculation methodologies, populaterisk measure templates, perform testing, and document outcomes.
  • Also liaise effectively with technologists and other stakeholders on production matters.
  • Some kmowledge of Fixed Income productsis preferred.

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