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Junior Model Validation Quant, Zurich Switzerland (CESR), Cross Asset, Top Swiss Investment Bank
Our client is looking to fill a junior role in their model validation team.
The group are involved in both the creation of new derivative pricing models for the trading desks and the validation of models created by the front office quants. The role will focus on independent validation of credit and operational risk models for use in the Private Banking and Investment Banking divisions. The position will report directly to the Head of Model Validation.
The successful candidate will be joining an extremely strong team, made up of individuals with exceptional educational backgrounds as well as outstanding mathematical modelling and programming skills.
The role will include a large amount of interaction with the front office, as well as 85% modelling of pricing models and validation of the same, with the focus being on C++ programming. The individual will be involved in investigating key aspects of each model under review: including the choice of model, its performance and optimal use of the model.
The candidate will be managing the validation projects and will be joining a dynamic and motivated team.
The ideal candidate will have the following criteria:
-A PhD/Masters or equivalent (DEA) in a quantitative subject - Mathematics, Stats, Physics, Engineering or Quantitative Finance,
-3+ years of experience in the industry, preferably in a similar role,
-Strong mathematical and statistical background,
-The candidate's must have a few years of experience in the industry,
-Knowledge and experience in C++ is essential,
-Excellent communication skills,
-Fluency in English and German is a must,
-Good knowledge of software applications such as Microsoft Office, S-PLUS, SAS, and Matlab.
This is a great opportunity to join an outstanding team with the chance for exceptional career progression.
Please apply directly by mail.
Key Words: quant; finance; banking; credit; risk; front office; PhD; Masters; DEA; C++; Matlab; English; German; Switzerland; Zurich; modelling; derivatives
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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