2 Quantitative Specialist Jobs in London

Job Description Model Validation Quantitative Specialist - London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of … capital impact assessments. Any capital analytics experience within retail banking. Presentation of model risk papers for the risk oversite committees. Additional Notes Investment banking quantitative experience is not relevant for this role. SAS model developers willing to move into validation may be considered for other roles. The position will more »

position at a leading Insurer/Asset Manager. The purpose of the role will be to take responsibility for developing, maintaining and enhancing key quantitative models and the overall investment system within the ALM team. The team are looking for an ambitious quick-learner who enjoys problem solving in … an innovative environment to play a significant role in the front office, investment position. Profile: Strong quantitative skills and the ability to build/develop models from scratch Experienced in coding with Python, Matlab, R or any other advanced language Good analytical problem solver - able to tackle and solve … environment Knowledge of derivative products – interest rate swaps, inflation swaps etc would be beneficial but not a key requirement Open to a variety of quantitative backgrounds This is a fantastic opportunity to join a rapidly growing industry in a highly collaborative and dynamic team. This offers fantastic exposure to more »