Quant Model Risk Vice President - Rates
On-site · London, England, United Kingdom
London, England, United KingdomOn-siteFull TimeSenior LevelMasters DegreeInvestment BankingEnterprise
Type
Full Time
Level
Senior Level
Education
Masters Degree
Company size
Enterprise
Industry
Investment Banking
Job Summary
Quant Model Risk Vice President in the Interest Rates team to assess and mitigate model risk for pricing models and engines used in Interest Rate derivatives; responsibilities include carrying out model reviews, designing performance metrics, providing guidance on model usage, liaising with model developers and Risk/Valuation Control Groups, evaluating model performance, and managing/mentoring junior team members.
Required Qualifications
- 5+ years of experience in a FO or model risk quantitative role
- MSc, PhD or equivalent in a quantitative discipline
- Excellent communication skills (written and verbal)
- Good coding skills in C/C++ or Python
- Good understanding of option pricing theory (quantitative models for pricing and hedging derivatives)
- Ability to ask right questions and escalate issues
- Experience with model risk governance and reviews (end-to-end) preferred
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