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Mis à jour le mercredi 10 mars 2010
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Voir les 235 annonces d'emploi de SELBY-JENNINGS-LONDON
FX/Commodity Model Validator-Senior Vice President-London-Salary: £80,000-£110,000
This top European Investment Bank is looking to take on a talented Analyst who can hit the ground running and is also looking for a challenge.
This Model Validation group is not like your average Model Validation group as it encompasses a wide spectrum of the business units allowing these team members to gain exposure to other business functions.
This model validation team are widely known for their leading financial projects and have been widely praised for their cutting-edge approach.
The candidate will be mainly working with FX and Commodity products, and will also be gaining exposure to other trading desks.
Responsibilities:
-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
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
-Candidate will be working predominantly with Commodity/FX products, and will be gaining valuable insight into the rest.
Skills, education and experience:
-PhD Mathematics/Physics or other related subject.
-Extensive previous experience with financial products (FX/IR/EQ in particular).
-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.
-Good knowledge of Valuation assessments – IPV.
Due to the nature of this role, this company will be offering exceptional base salaries and benefits.
To apply please contact by mail with CV in word format.
www.selbyjennings.com
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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