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Commodities Quantitative Analyst (Quant) - Model Validation - Investme
Description
You must have experience of modelling and/or validating derivatives pricing models, A background in any Commodity products or FX Options are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models. The position is based in London, head is in London too, although it is a Global team. Your background: 2 year+ experience of implementing and/or validating models for Commodity or FX products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject. Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc. Strong programming skills in C++. You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions Send your CV for immediate consideration. Contact I.T.S City To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on: Email: Direct Line: (0)
Job Details
Job Ref: 219874661
Start Date: Mon, 29 May 2017 23:00:00 EST
Hours: Not Specified
Location: London, United Kingdom
Working Term: Permanent
Salary: GBP GBP - Annual Annual