Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Pricing Model Validation SME

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

Job Description

Hamlyn Williams has partnered with a UK bank with a global presence across Europe and the United States. They are one of the most recognised banking institutions who provide retail and banking services to consumers and businesses internationally. HamlynWilliams is supporting the expansion of their Quant function and as a result are looking for a highly motivated individual to join their Pricing Model Validation team.Responsibilities:

  • Responsible for the independent review and analysis of the derivative pricing models used for valuation and risk.
  • Develop and benchmark pricing models in an independent code library (C++ or Python)
  • Understand the mathematical models used and their implementation methods
  • Qualitative analysis and stress testing of models needed for pricing and/or risk calculation.
  • Conducting the annual review for pricing models
  • Undertaking algorithmic trading validation work according to MiFID regulation
  • Undertaking trade surveillance validation work needed by FCA regulation
  • Crafting model reserves and calculate model risk AVAs
  • Reviewing the Prudential Valuation adjustments including reserves
Required Competencies:
  • Degree in Statistics, Mathematics, Econometrics, Physics, Engineering or equivalent (Masters level or above)
  • Experience working in a Model Validation or Front Office Quant role (essential)
  • Programming experience in C++ and/or Python
  • Theoretical understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations and Monte Carlo simulation
  • Able to communicate quantitative models in a clear and concise manner
If this role sounds like a good fit for your experience and future career aspirations, please apply directly; or reach out directly to discuss in a little more detail to

APPLY NOW

Pricing Model Validation SME Related Jobs

© 2019 Naukrijobs All Rights Reserved