1 of 1 Permanent Market Risk Jobs in the North of England

Cross Asset Model Validation Quant

Hiring Organisation
Appcast
Location
Liverpool, UK
tier 1 bank based in the city.The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes.Our Tier 1 Investment Banking client is currently seeking a Quantitative Analyst to join their Model Validation team … with Front and Middle Office representatives The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes. Additional responsibilities will include active engagement with and oversight responsibility for the due diligence aspects ...