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Financial Engineer - Model Validation

REF J44966
Location: Dublin City
Employment Type: Permanent
Salary: Negotiable

Financial Engineer - Model Validation

Our client is seeking a Financial Engineer - Model Validation to join their Dublin based team. This is an exciting opportunity for someone with an analytical mind set with knowledge of system programming. The right candidate must be eager to learn new tasks and not be afraid to take on new challenges.

The Job:
• Operate and maintain structured derivatives represented in Numerix
• Daily risk/valuation batch process monitoring and monitoring
• Implement, review and support new structures
• Model validation & development of an independent model validation library
• Processing ad-hoc queries related to valuations and risk figure calculation

The Candidate:
• Master degree in mathematics, physics or other applied science (PhD preferred)
• Experience in financial engineering/quantitative analysis
• Experience working in quant/financial engineer/trading or model validation
• Knowledge in pricing exotic products in fixed income, credit, inflation or FX
• Initial experience in designing, operating daily processes & using pricing libraries
• Programming/software design & communication skills
• Knowledge of Summit, Numerix, Bloomberg
• Familar with VBA, C++, C#, Java, F# or object oriented programming language
• Organised, Analytical, conceptual with attention to detail
• Highly engaged, ability to work on own initiative and as part of a team

If you are interested in this position, please send a CV in confidence to Alan Bluett at the enclosed address.

Interested in this position?

Speak with Alan Bluett about this role today.