Senior Manager, Pricing Model Validation

3 weeks ago


London, United Kingdom ICBC Standard Bank Full time

Summary

: •Excellent academic credentials. Masters or preferably PhD degree in a quantitative field such as mathematics or physics is required.•Strong experience with validating pricing models. Advanced modelling experience with either XVA, FX, rates, credit or commodities and a good high-level cross asset class product knowledge are required. •In depth knowledge of pricing models, stochastic calculus, stochastic processes and numerical analysis is essential.•Good working experience in Excel and C++ is essential.•Experience with Murex is beneficial.•Good written and verbal communication skills; ability to work independently. •Flexibility to adapt to changing day-to-day priorities whilst simultaneously achieving longer term project-based deadlines.

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