Global Investment Bank are looking to add a Model Validator to join their highly talented team. The candidate will primarily a modeller and be exposed to a wide range of products and business units and will be working alongside some of the most talented Quant Analysts in the industry.

This Global Investment Bank has been praised for its cutting-edge approach to finance and is looking for someone who can hit the ground running and adapt quickly to the fast-paced and dynamic environment.

This Investment Bank offers a highly recommended training scheme, suited exactly for the individual and is tailored to their strengths.

Requirements:

• The group delivers mathematical models, develops, and maintains the bank's C++ analytics library which supports the trading, risk management and other front/middle office systems in the Credit area.
• You will have strong experience of CDS Swaption and other credit volatility products
• Experience of Gap Risk modelling for credit CPPI, leveraged single name
• Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads.
• Base Correlation Mapping and random recovery model
• PhD/MSc in a Mathematical discipline.
• Strong Programming Skills in C++ and advantageous to have additionally any of the following: C, JAVA, MATLAB

This progressive bank are looking to use their impressive financial position to add to their exceptional team with opportunities rarely seen in this space. Excellent salaries are also offered, with bonuses guaranteed for 2010.
Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com