A market leading, Global Investment Bank is searching for a Model Validation VP to contribute to the validation of pricing models for their trading desk. This is your opportunity to work across a variety of asset classes, gain exposure to cutting-edge financial methodologies, and collaborate with some of the best minds in the industry.
Your Role:
* Validate pricing models for Interest Rate Derivatives and other financial products.
* Engage in deep mathematical analysis of model assumptions and risk assessments.
* Independently implement models and payoffs using tools like Python.
* Collaborate with key stakeholders, including Front Office Trading, Quants, and Market Risk Managers.
* Contribute to strategic initiatives and New Product Approval Processes.
You will have:
* Bachelor’s degree in a numerate subject; a PhD in Mathematics, Financial Mathematics, Physics, or Statistics is a plus.
* Proficiency in coding (Python preferred).
* Experience in related fields and a passion for problem-solving.
* Strong communication skills to effectively engage with teams and stakeholders.
If you are keen to join a client that will offer you exposure to the ever-evolving world of financial modelling, please share your CV with elizabeth.mcgill@goodmanmasson.com