Quantitative Trading & Research - Valuation Models - Vice President
- Hiring Organisation
- Jobleads-UK
- Location
- Greater London, England, United Kingdom
make an impact. Job Responsibilities Develop mathematical models for the valuation of credit derivatives, structured lending facilities, and illiquid collateral Implement methodologies for model calibration and build analytics to manage model risk appetite Leverage machine learning, AI, and data analytics to enhance valuation methodologies and drive innovation Define … methodology for pricing adjustments, model limitations, parameter uncertainty, and liquidity reserves Monitor model performance metrics to ensure models behave as expected over time Design and develop software frameworks for analytics delivery to systems and applications Collaborate with front office trading desks, controllers, and model risk teams ...