My client is a leading Investment Bank with a well established quantitative risk function. They are looking to incease their headcount and have created several New Positions including Global Head Of Equity Validation; Global Head of Credit/CVA model validation. Also they are keen to meet individuals with experience in FX and Rates.

-Managing team of their own juniors, expected to expand rapidly as the company envisions dominant market expansion in 2010.

-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.

-Stress testing current models and identifying any potential risks that might affect the trading products.

-Managing all risk scenarios by planning solutions in advance.

-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.




Skills, education and experience:

-Extensive previous experience with financial products (Equity, Credit CVA, Rates in particular).

-General Programming skills needed e.g. C++, VBA, Matlab etc.

-Strong analytical skills.

-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.


-PhD Mathematics/Physics or other related subject.