We are currently looking for a Quantitative Model Validator (Pricing) for our client in the financial industry.
Responsibilities:
- Validate pricing models, assess their risks, and develop alternative models.
- Lead validation projects and guide junior team members.
- Communicate findings with stakeholders and present reports to senior management.
- Automate validation processes and contribute to tool development.
- Stay updated on the latest developments in pricing models and perform ad-hoc analyses as needed.
Requirements:
- Min. 2 years of experience in quantitative model validation or model development, particularly in areas like Pricing, Trading Risk, or Market Risk.
- Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics.
- In-depth knowledge of financial engineering, including expertise in statistics, mathematics, econometrics, probability theory, and/or stochastic calculus.
- Good knowledge of linear and non-linear financial derivatives (e.g., forwards, swaps), fixed income products (e.g., bonds), and investment products (e.g., MBS, ABS), including their pricing using stochastic models.
- Strong analytical and problem-solving abilities to identify issues and develop effective solutions.
- Ability to work both independently and as part of a team.
- Fluent English (min. C1).
Offer:
- Ability to work in the hybrid model;
- Stable employment;
- Flexible working hours;
- Daily work using English in an international environment;
- Participation in interesting, strategic projects;
- Opportunity to obtain additional professional training;
- An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).
