FX Options Quantitative Analyst (Vice President)
Location(s): London, England, United Kingdom
GBP 95K-120K (estimate) Executive-level Full Time
Tasks
- Assess model limitations risk
- Challenge model assumptions
- Communicate model results to stakeholders
- Conduct ongoing model performance evaluation
- Develop analytic engines
- Develop quantitative models
- Enhance quantitative models
- Perform model risk assessment
- Prepare technical documentation
- Present validation findings to senior management
- Produce market risk analytics
- Quantify model risk due to limitations
- Represent bank with regulatory agencies
- Run annual model reviews
- Translate business requirements into programming
- Validate quantitative models
Perks/Benefits
- Employee assistance program
- Learning and development resources
- Paid parental leave
- Paid time off
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | FX Options | Finite Difference Method | Finite difference | Interest Rate | Interest Rate Derivatives | Market Risk | Market Risk Modeling | Model Validation | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Option pricing | Python | Quantitative modeling | Risk Modeling | Risk governance | Stochastic Calculus
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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