Model Validation Specialist (Credit and Securitisation)
Our client fosters an inclusive and respectful work environment, where every employee has the opportunity to thrive. They work with E2W in partnership to become more diverse.
- Post-graduate qualification (or equivalent qualification / work experience) in a numerate subject such as mathematics, physics, statistics, finance (PhD or equivalent is not required but would be beneficial).
- Experience in model validation, other quantitative risk management role or Front Office quantitative discipline / quant role.
- Strong understanding in financial markets (especially derivative pricing) demonstrated by qualifications and experience.
- Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.
- A deep understanding of credit and/or securitisation models.
- Experience coding with additional programming languages in a managed codebase (e.g. C++ and Python) is a distinct advantage.
- Excellent communication skills – both written and oral.
- Previous experience of regulatory and audit interaction and familiarity with the broader industry and regulatory environment a distinct advantage.
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