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Mis à jour le samedi 4 février 2012
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Voir les 31 annonces d'emploi de SELBY-JENNINGS-LONDON
FX/Commodity Model Validation Quant Analyst–London-Circa-£70,000 + Significant bonus
This leading European Investment Bank is seeking an extremely talented individual to join their hugely successful Model Validation team at their head-offices in London.
The candidate will enjoy huge amount of responsibility from day one and will also be working closely with some of the most respected Analysts in the industry.
The candidate will also enjoy close business relationships with the leading MD's, giving them exposure to the business which will mean career progression should be easily reached.
Considering how well the team were doing through the financial crisis, they are only now expecting a consistent prosperous future.
Once the candidate has completed all necessary training, the individual will be expected to head up and manage a team of their own junior model validation Quants/risk analysts which itself will be expected to grow.
Responsibilities of FX/Commodity Model Validation role:
-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Candidate will be working predominantly with Commodity/FX exotic products, and will be gaining valuable insight into the rest.
-Managing a team of their own, which will grow steadily across the year.
Requirements of FX/Commodity Model Validation role:
-PhD Mathematics/Physics or other related subject.
-Extensive previous experience with financial products - FX and Commodities Exotics in particular; although experience with one of these products would be acceptable as training is offered.
-General Programming skills needed e.g. C++, VBA, Matlab etc.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-Strong leadership and motivational qualities needed in this individual to inspire and lead their team.
Key words: Quantitative; Foreign Exchange; Commodities; Oil; Gas; Freight; Agriculture; Europe; London; Traders; Trading; Model Validation; Vice President
To apply for this FX/Commodities Model Validation role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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