Gresham Hunt are partnered with a prestigious Investment Bank. They have a fantastic new opportunity for a Quantitative Risk professional to join their Model Validation team, focusing on FX and Commodities pricing models.
This role would be suitable for a recently promoted VP who is looking for a step up in responsibility. You would act as the Team Lead, responsible for an AVP in London and 2 AVPs based in a European office location. In-depth exposure to commodities is not essential, they will consider candidates who have validated Equity or Credit models.
- Assess the theoretical assumptions of FX and Commodities derivative pricing models
- Ensure models are correctly calibrated and fit for purpose
- Breakdown technical concepts to business stakeholders
- Provide support and mentoring to junior members of the team
- Prior experience developing or validating derivative pricing models
- MSc/PhD in a numerical discipline
- Strong written and verbal communication skills
- Knowledge of stochastic calculus, monte carlo simulation and partial differential equations
- Experience using Python or C++ would be beneficial
This is an exciting opportunity to join a high performing team.
For further information, please apply with a copy of your CV.