Quantitative Analyst – Derivative Pricing & Risk
Our large financial services client is currently seeking a Quantitative Analyst – Derivative Pricing & Risk. The role will focus on the delivery of accurate OTC derivative valuations for a wide range of complex instruments.
• Assist in test and configuration of new valuation models and their periodic validation
• Review and formulate market data requirements and quality controls.
• Build strong relationships with key stakeholders and departments.
• Understand the use of OTC instruments and their valuation challenges.
• Provide necessary support for ad-hoc client requests in relation to OTC derivatives.
• Maintain company’s internal control standards.
• 3rd level degree in finance, maths or a numerical subject.
• Relevant experience in a closely related role.
• Demonstrate technical knowledge in financial instrument pricing.
• Good understanding of recent industry developments affecting modelling.
• Ability to communicate effectively across multiple skill-sets.
• Confidence to challenge current or proposed models & flag potential problems.
Interested candidates should contact Alan Bluett at the enclosed address.