Quant Model Risk Analyst/Associate - Derivatives
On-site · London, England, United Kingdom
London, England, United KingdomOn-siteFull TimeMid LevelMasters DegreeInvestment BankingEnterprise
Type
Full Time
Level
Mid Level
Education
Masters Degree
Company size
Enterprise
Industry
Investment Banking
Job Summary
Model Risk Analyst/Associate focused on reviewing credit derivatives models and enhancing model risk governance. Collaborate with model developers, trading desks, and risk professionals to ensure soundness and suitability of complex pricing models; develop and implement alternative model benchmarks and performance metrics; maintain model risk control apparatus and serve as the first point of contact for the coverage area.
Required Qualifications
- MSc or equivalent in a relevant field
- Proficiency in C/C++ programming and Python
- Strong understanding of option pricing theory and quantitative models for derivatives
- Experience with Monte Carlo and numerical methods
- Excellence in probability theory, stochastic processes, statistics, and numerical analysis
- Inquisitive nature with excellent communication skills
- Teamwork-oriented mindset
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