Model Validation Lead

  • Location
    Amsterdam, North Holland
  • Contract Type
    Permanent
  • Posted
  • Start Date
    ASAP
  • Industry
    Banking (in-house)
  • Expiry Date
    2024-08-13

Excellent opportunity to lead a key team working on derivative pricing models traded internationally as part of the Pricing Model Validation team. A nice refreshing way of life, working in an environment of knowledge sharing and collaboration.

The role

You will be both managing a small team of quants and also hands on performing validation of pricing models. Which involves taking a proposed model, making the judgement on its quality for what works and what will need to be changed. Accounting for any missed risk, developing alternative models, and make final judgement on the models.

Working on producing high quality reports, which you will discuss with various counterparts in front office and senior management. Presenting clearly the findings to committees.

Requirements

Experience in management or leadership to take lead of a small team.

Deep knowledge in either modelling or validation of Equity, Commodities or FX.

A strong Quantitative background with knowledge in financial mathematics, stochastic calculus and derivative pricing

Excellent Python programming skills, able to develop further the libraries.

Clear English communication both written and verbal.

Please do apply if you feel you satisfy the requirements for this role, this is a life changing opportunity in a refreshing international community.


Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

Please note that your personal information will be treated in accordance with our Privacy Policy.

Apply now



Upload your CV/resume or any other relevant file. Max. file size: 15 MB.

By submitting your personal information, you consent to Taylor Root part of The SR Group storing and using the personal information you submit in accordance with our Privacy Policy. Taylor Root will use the personal information you provide to contact you with relevant content including our salary surveys and market reports, career advice, hiring advice, market insights and industry updates and events. Our Privacy Policy sets out full details of how Taylor Root may use your data. You may unsubscribe from these communications at any time, by clicking on the link at the bottom of any email.