Quantitative Analyst / Financial Engineer

Job description

Tasks

• Independent validation of pricing and valuation models used across different asset classes, including but not limited to equities and FX derivatives
• Involvement in the New Product Approval process, as gatekeeper for model risk, to ensure pricing models are robust and well understood
• Ensure adequate controls and monitoring, with a thorough assessment of their conceptual soundness, implementation quality and compliance with internal governance standards before a new product is released to market
• Development and implementation of independent reference price models as part of the validation process, using quantitative libraries
• Evaluation of model performance, limitations and sensitivity to parameters using quantitative techniques
• Work with front office quants, trading desks, risk managers and IT to understand business requirements

Requirements

• Knowledge of financial products and pricing models across multiple asset classes

We offer

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