Senior Model Validation Manager – RATES

Job Details:


Day Rate / FTC 6-12 Months rolling contract for up to two years.

Based in London or New York (permanent hires will also be considered)

An exciting opportunity for a Senior Quant to join an International Exchange Group, as they expand its Model Risk Management Validation function.

Responsibilities: –

  • Develop and lead the model validation of Interest rates models, as well as Pricing model validation in bespoke pricing libraries and vendor systems, including development of benchmark models for rates models.

Requirements: –

  • PhD
  • Proven product knowledge of Rates
  • 10+ years Interest rate model development or validation
  • C++ coding experience
  • Models: HJM / BGM / LMM.

Duration / Salary: –

  • Day Rate or Fixed Term Contract for up to 2 years with the option to stay on permanently.
  • £170k plus bonus and benefits / Day Rate negotiable.

Candidates who apply should ideally be eligible to work in either the UK or US however visa sponsorship can be arranged for the right candidate.

Job Category: Others
Job Type: Full Time
Job Location: London

Apply for this position

Allowed Type(s): .pdf, .doc, .docx

Leave a Reply