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Model Validation VP

3 months ago


London, Greater London, United Kingdom The FISER Group Full time
Job Description

My client is looking for an experienced Quant professional to join their growing team in an expansive role with the opportunity to grow within in a renowned investment banking corporation.

The role will see you working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including derivative pricing models, credit and market risk, capital models, AI models, etc.), adhering to regulatory standards and industry benchmarks.

The validation process often necessitates an independent deployment of the models and the creation of alternative challenger models.

The successful candidate will have an MSc in Quantitative Finance, Mathematics or a relevant area, professional coding ability in Python and around 5 years experience in either model development or validation across either pricing or risk modelling.

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