Pricing Model Validation Role - BFS

The role holder will be primarily responsible for performing and documenting analysis and testing of EoD pricing models, market risk pricing models, counterparty credit risk pricing models and related finance models.

What will you be doing?

- The role holder will be responsible for independently performing and documenting analysis and testing of pricing models, market risk pricing models and counterparty credit risk pricing models, as well as performing and documenting reviews of other model types, including finance models, when required.

- The role holder will be expected to contribute toward the continuous improvement in efficiency and effectiveness of the processes that they are involved in.

What we're looking for:

- The ideal candidate will have a postgraduate level education in a quantitative discipline, for example mathematics, physics, engineering, quantitative finance.

- The ideal candidate will have proven ability to understand several pricing modelling approaches and their strengths and weaknesses as well as performing and documenting quantitative testing and analyses.

- The ideal candidate will be a team player with excellent communication skills who is comfortable working against tight short-term deadlines in a dynamic environment.

- The ideal candidate will have a highly rational & logical thought process with a strong attention to detail.

Skills that will help you in the role:

- The ideal candidate will have strong verbal and written communication skills and the ability to apply these skills to a range of audiences in a variety of circumstances.

- The ideal candidate will have a strong desire to learn and add value wherever possible.

- The ideal candidate will have programming experience, for example VBA, C++.