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DATE ADDED: Thu 19/12/2019

Senior Model Risk Opportunity- London

London, UK
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COMPANY: BSM GROUP

JOB TYPE: Permanent, FullTime

SALARY: Competitive

Responsibilities:

  • Define validation methodology 
  • Assess theoretical assumptions of models and ensure they are fit for purpose
  • Identify incorrect model use and model weaknesses
  • Liaise with Front Office stakeholders on technical issues 

Requirements:

  • Strong experience working with pricing models   
  • Knowledge of derivative products 
  • Advanced programming ability in Python/C++ 
  • Strong communication skills and ability to work with stakeholders
  • Management experience would be beneficial 

Please submit your CV for further details.

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