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Quantitative Analyst - Model Validation

Job Title: Quantitative Analyst - Model Validation
Contract Type: Contract
Location: London
Salary: £550 - £600 per day
Start Date: ASAP
REF: JC 1230_1493812869
Contact Name: Jovi Cheung
Contact Email:
Job Published: 12 months ago

Job Description

Quantitative Analyst - London - C++, Model Validation, Markov Models, Stochastic Volatility

I'm currently working with a Tier 1 Investment Bank looking for a Quantitative Analyst to join them in the Model Validation team.

You will be expected to advise on the best practices on interest rates and Foreign Exchange option models having a strong understanding of multi-curve model building in C++.

You will need hands on experience in developing models in asset classes from an independent model validation Library framework, working with multiple stakeholders in ensuring the correct data and excellent communications skills.

The following skills are essential :

1. Extensive experience in C++ coding
2. Previous experience Foreign Exchange options or derivatives
3. Experience in model validation work in a Financial Services

Parallel Consulting is a multi-awarding winning, global leader in Analytics & Data Science recruitment.
With over 12 years expertise, we assist our clients within Analytics, Customer & Marketing Insight, Web Analytics, Big Data, Data Science, Credit Risk and BI.