Our client a Top Tier European Investment Bank is looking to hire an outstanding Model Validator with strong Equities experience to join highly technical derivatives model validation group in London or NY or Paris.

The team is responsible for assessing model risk, deconstructing models to check their integrity, analysing the model assumptions, assessing model limitations, checking code, producing documentation and validating the model for use. The team works across assets and you will be working with senior members on the desk.

Comfortable in explaining complicated models in an intuitive way.
Solid experience of working as a quant in any asset class in either a front office or validation role.
Solid Experience in programming C++, C#
PhD in a quantitative discipline (solid stochastic calculus) from any top university worldwide.
This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in New York, London and Paris.

Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com