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Pricing Model Validation

3 weeks ago

London, United Kingdom eFinancialCareers Full time

**
WHO WE ARE
Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokersand Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

**The firm mainly takes part in**:

- Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
- IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation& Innovation.

As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.

**ABOUT THE PROJECT
Quanteam UK is working within the Pricing Model Validation function of a major British Investment Bank, to bring on-board a Commodity Quantitative consultant on a short term project, looking into the models used by their Front Office Murex team.

The Commodity Quantitative consultant will join the Pricing Model Validation team (Rates, Inflation, FX, Credit, Commodities, Asset Backed Securities, EMTN issuance, etc..). The scope of this team has been significantly widened in the last years.

**PROFILE
- Strong Quantitative experience with Commodity background
- Strong C++/Python Programming Skills
- Strong mathematical and modelling background
- Strong analytical and numerical skills, Pricing and high level technical knowledge on implementing financial markets analytics
- Fast learner who can quickly become autonomous and take projects forward
- Strong attention to detail as accuracy is of the essence in such a role
- Mathematically-based education at least to degree-level (e.g. Maths, Physics, Engineering) with solid understanding of statistics, probability and linear algebra. A PhD would be a plus (or similar qualification with focus on mathematics, theoretical physicsor computer science)