Senior Manager_Valuation Control Quant
A global leading bank is looking for a Valuation Control Quant at Senior Manager level(8-12 years).
In this role, you will be looking at in-house models developed by Front Office, with a specific focus on model deficiencies.
The successful candidate must have the following:
Master in Financial Mathematics or a PhD/Master in a quantitative area.
Experience of structured products is essential.
Experience of modeling in one or more asset classes; FX, Equity, Commodity, IR, Credit or XVA.
Strong analytical and quantitative skills (Stochastic Calculus, PDE, Monte Carlo simulation).
Strong IT and programming skills. Advanced programming skills (for example: Java, C++, Python or other languages) are essential and experience with a functional programming language (i.e. Haskell) would be an advantage.
Experience of Bloomberg, Reuters and other information systems, would be helpful.
Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.
Good team worker with the ability to work with a minimum of supervision, to organize and prioritize own work.
Experience of valuation control or model validation is desirable.
If you believe you fit the requirements for the role, please click APPLY NOW or call 6854 5620 for a confidential discussion, or send CV directly to email@example.com
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980
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