AVP Pricing Risk Quant

2 weeks ago


London, United Kingdom Bruin Full time
Job Description

My client is an investment bank offering an AVP role in Pricing Model Risk.


The role offers:


Cross-Asset Model Validation Experience

  • Conduct initial and ongoing model validations and design alternative “challenger” models, broadening your skill set across diverse asset classes.


Deep Quantitative Analysis

  • Engage in advanced quantitative analysis, reviewing model assumptions and frameworks while testing and validating numerical implementations.


Governance and Regulatory Insight

  • Contribute to high standards by ensuring models are compliant with governance and regulatory requirements. Document your findings and track improvements to enhance the bank's model portfolio.


The ideal candidate will have previous experience in quantitative pricing model development or validation and a keen interest in AI.


Candidates must be based within the UK.



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