|Job Title:||Quantitative Analyst - Model Validation|
|Salary:||£550 - £600 per day|
|Contact Name:||Jovi Cheung|
|Job Published:||22 days ago|
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
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