Large Japanese investment bank is seeking an experienced individual with a background in model validation to join the highly technical Derivatives ModVal group in London. The role will allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage. Working directly with the Head of Model Validation, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior members of the group. This is a progressive and dynamic role with superb opportunities for promotion and future levels of remuneration.

Requirements

The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams – preferably with a direct experience of interest rates or FX derivatives.

Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.

To apply, or for further information, please submit your CV in word document format to quantexotic@selbyjennings.com | +44 (0) 207 019 4137 | www.selbyjennings.com