Investment banking


Vp, quantitative valuations - fi rates

04 October England - Greater London, London Perm


* Quantitative background
* Ex-Market Risk Manager/Quantitative Analyst who is willing to make the move into Product Control
* Excellent IT skills (Python/complex valuations)
* Model Risk framework (Rates models, Vanilla models)
* Finance background


* 2:1 degree or equivalent at graduate level in mathematical / scientific discipline
* MSc/Phd in quantitative discipline (with a preference for applied Physics)
* Solid options pricing knowledge, FX or Rates options necessary.
* Top level IT skills: VBA, SQL, XML, Python, R.
* Strong analytical skills
* Strong communication skills and the ability to present and discuss complex issues with counterparts from Trading, Finance, Market Risk and other areas