Equity & Hybrids Derivative Model Validator AVP
4 weeks ago
Citi is seeking a highly skilled Model Risk Management Specialist to join our team in London. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.
Key Responsibilities:
- Manage model risk across the model lifecycle, including model validation, ongoing performance evaluation, and annual model reviews.
- Manage stakeholder interaction with model developers and business owners during the model lifecycle.
- Provide effective challenge to model assumptions, mathematical formulation, and implementation.
- Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
- Contribute to strategic, cross-functional initiatives within the model risk organization.
Requirements:
- Master's degree or equivalent in a quantitative field, such as mathematics, statistics, or financial engineering, with 2+ years of quantitative experience.
- Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications, such as a PhD or CFA.
- Experience in a quantitative role in risk management at a financial institution, with experience in either model development or validation, ideally experience in modeling of equity derivative products.
- Strong derivative pricing skills, including risk-neutral pricing, stochastic calculus, and numerical techniques.
- Strong communication skills and ability to find practical solutions to challenging problems.
- Teamwork and commitment are essential.
What We Offer:
- Competitive base salary, annually reviewed.
- Discretionary annual performance-related bonus.
- Private medical insurance packages to suit your personal circumstances.
- Employee Assistance Programme.
- Pension Plan.
- Paid Parental Leave.
- Special discounts for employees, family, and friends.
- Access to an array of learning and development resources.
Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
-
Equity & Hybrids Derivative Model Validator AVP
2 weeks ago
London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full timeDerivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating equity and hybrids derivative pricing models for trading and hedges.Key Responsibilities:Manage model risk across the...
-
Equity & Hybrids Derivative Model Validator AVP
2 weeks ago
London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full timeDerivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating equity and hybrids derivative pricing models for trading and hedges.Key Responsibilities:Manage model risk across the...
-
Equity & Hybrids Derivative Model Validator AVP
2 weeks ago
London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full timeDerivatives Model Risk Management SpecialistCiti's Model Risk Management team is seeking a highly skilled Derivatives Model Risk Management Specialist to join our team in London. As a key member of our team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model...
-
Equity & Hybrids Derivative Model Validator AVP
1 month ago
London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full timeDerivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model...
-
Equity & Hybrids Derivative Model Validator AVP
1 month ago
London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full timeDerivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model...
-
London, Greater London, United Kingdom Citigroup Global Markets Limited Full timeRole OverviewWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator Assistant Vice President to join our Model Risk Management team at Citigroup Global Markets Limited. As a key member of our team, you will be responsible for validating derivative pricing models for Trading and Hedges.Key ResponsibilitiesManage model risk across the...
-
London, Greater London, United Kingdom Citigroup Global Markets Limited Full timeRole OverviewWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...
-
London, Greater London, United Kingdom Citigroup Global Markets Limited Full timeJob SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...
-
London, Greater London, United Kingdom Citigroup Global Markets Limited Full timeRole SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...
-
London, Greater London, United Kingdom Citigroup Global Markets Limited Full timeRole SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...
-
London, Greater London, United Kingdom Citigroup Global Markets Limited Full timeJob SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...
-
Equity Derivatives Trader
2 months ago
London, Greater London, United Kingdom Smartkarma Full timeJob OverviewSmartkarma is seeking a highly skilled and experienced Independent Equity Derivatives Analyst to join our team. As a key member of our derivatives desk, you will be responsible for developing and implementing pricing, hedging, and automation models for our Equity Derivatives business.Key ResponsibilitiesDevelop and maintain expertise in Asian...
-
Equity Derivatives Trader
2 months ago
London, Greater London, United Kingdom Smartkarma Full timeJob OverviewSmartkarma is seeking a highly skilled and experienced Independent Equity Derivatives Analyst to join our team. As a key member of our derivatives desk, you will be responsible for developing and implementing pricing, hedging, and automation models for our Equity Derivatives business.Key ResponsibilitiesDevelop and maintain expertise in Asian...
-
Risk Management Specialist
5 days ago
London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full timeAre you looking for a challenging role that will put your skills and experience in model development or validation to the test? Then consider joining Citi's Model Risk Management team, which focuses on validating Equity & Hybrids derivative pricing models for Trading and Hedges.By joining Citi, you will become part of a global organisation whose mission is...
-
Equity Derivatives Valuation Specialist
2 months ago
London, Greater London, United Kingdom Millennium Management Full timeEquity Derivatives Valuation StrategistMillennium Management is seeking a highly skilled Equity Derivatives Valuation Strategist to design, implement, and operate their next-generation equity volatility fitting platform.Key Responsibilities:Develop and backtest advanced volatility surface fitting algorithms for indices, ETFs, and single stocks.Maintain and...
-
Equity Derivatives Valuation Specialist
2 months ago
London, Greater London, United Kingdom Millennium Management Full timeEquity Derivatives Valuation StrategistMillennium Management is seeking a highly skilled Equity Derivatives Valuation Strategist to design, implement, and operate their next-generation equity volatility fitting platform.Key Responsibilities:Develop and backtest advanced volatility surface fitting algorithms for indices, ETFs, and single stocks.Maintain and...
-
Equity Derivatives Analyst
1 month ago
London, Greater London, United Kingdom Smartkarma Innovations Pte Ltd Full timeUnlock Opportunities in Asian Equity DerivativesSmartkarma Innovations Pte Ltd is seeking a skilled Equity Derivatives Analyst to join our team of independent research analysts. As a key member of our team, you will be responsible for providing actionable trade ideas, volatility updates, and strategy back tests for our institutional clients.Key...
-
Equity Derivatives Analyst
1 month ago
London, Greater London, United Kingdom Smartkarma Innovations Pte Ltd Full timeUnlock Opportunities in Asian Equity DerivativesSmartkarma Innovations Pte Ltd is seeking a skilled Equity Derivatives Analyst to join our team of independent research analysts. As a key member of our team, you will be responsible for providing actionable trade ideas, volatility updates, and strategy back tests for our institutional clients.Key...
-
Asian Equity Derivatives Specialist
2 weeks ago
London, Greater London, United Kingdom Smartkarma Innovations Pte Ltd Full timeIndependent Equity Researcher - Asian MarketsSmartkarma Innovations Pte Ltd is seeking an experienced Equity Derivatives Analyst to join our team of independent research analysts. As an Equity Derivatives Analyst, you will be responsible for developing and implementing pricing, hedging, and automation models for Equity Derivatives desks.Key...
-
Senior Equity Derivatives Specialist
1 week ago
London, Greater London, United Kingdom Eximius Finance Full time**Role Overview**The Equity Derivatives Financial Engineer will lead the platform's market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing.**Key Responsibilities**Maintain the...
