Model Validation Quant Analyst
GQR | Global Quant Recruitment - New York, NY

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JOB DESCRIPTION
Calling all Model Validation & risk quants! We’re looking to add a skilled model validation quant to our counterparty quant risk derivative models team, validating and assessing our risk models. This will go beyond mere model comparison, calibration and checking performance; but require very strong
quantitative acumen and financial mathematics to help this team maintain its stature.
Location: New York, USA

The role:
  • Validate existing & new complex counterparty cross asset quant pricing models.
  • Replicating models and challenging their performance as market conditions change.
  • Mathematical analysis of financial markets, understanding how models relate to the markets.
  • Testing model assumptions, theory, empirical evidence, implementation and limitations
  • Analytical support to fellow validation quants and pricing quants.
  • Write model validation reports describing the results of validation analyses.
Requirements:
  • 1-5 years experience working on a model validation or model review quant desk
  • This is for a cross asset desk, but to focus on counterparty risk and cva.
  • Looking for those with a strong grasp of financial mathematics i.e. PDE, Black-Scholes, model review, derivatives etc.
  • An excellent PhD from a top school or university in a quantitative related subject.
  • Excellent communication skills in order to express complicated methodologies and theories to the front office.
In return they are offering:
  • Huge opportunity to attain full training, hands on exposure within the quant analytics space.
  • A large number of evolving projects to get your teeth stuck into from day one and display intellectual thought as well initiative.
  • The intellectual stimulation and challenge of working within growing, cutting edge & globally delivering analytics group.
  • Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials and have the chance to work with the best model validation team in the space.
Key words: model validation, model comparison, model review, validation, modifying models, validating, validation analyses, stochastic calculus, hybrids, cross asset classes, quant, ficc, quant analytics, quantitative analytics.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
APPLY | quant-jobs@gqrgm.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.806.9333
12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets

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