VP Quantitative Analyst

Location London
Discipline: Risk & Quantitative Finance
Contact name: Lewis Clarke

Contact email: lewis.clarke@greshamhunt.com
Job ref: 839
Published: about 2 months ago

 

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.

Responsibilities:

  • 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

Requirements:

  • 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.