Quant Analyst - validation modelling, model validation, quant - quants, convertible bonds (freelance)

London, UK

£650 - £700 per day

This is a freelance position for 3 months.


Quant Analyst - validation modelling, model validation, quant - quants, convertible bonds, equity linked MTNs, C++
 
A leading investment bank in London is looking to hire an experienced Quant Analyst with strong model validation skills to join their exotics team (convertible bonds and equity linked MTNS)
 
This is a highly numerical role requiring a quant with strong mathematical skills.
 
The requirement is simple:
 
Candidates must:
 •Have experience on exotic products such as convertible bonds and equity linked mtns or FX
•Have deep and current experience in validation modelling
•Model Validation including knowledge of the Math principles behind the models, pricing theory and numerical analysis (Monte-Carlo, Lattice, Analytical forms), and the business/financial reasons behind the products.
•Likely educational background will be an MSc or Ph'D in Maths or Physics, and experience in implementing models themselves, or at least, testing models and implementing simplified versions of them by themselves

Please get in touch for an immediate response
 
Quant Analyst - validation modelling, model validation, quant - quants, convertible bonds, equity linked MTNs, C++

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