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Senior Consultant Capital Markets – Pricing Model Validation

Your responsibilities

  • Working on validating pricing model accuracy, stability, and fitment for purpose. 
  • Analyzing complex pricing models and assessing the theoretical foundation, assumptions, model calibration and limitations of the model.
  • Building ongoing model monitoring tests using python or C++.
  • Lead early phase studies, as well as implementation streams.
  • Defining and/or steering implementation of model monitoring metrics at an industrialized scale.
Responsibilities beyond a project
  • Monitoring the market and identifying new trends as well as developing appropriate solutions.
  • Contribute to business development efforts and recruitment to build out the team.

Your profile

  • 7-8 years of total experience with 3+ years in building or validating pricing models.
  • Experience across 2 or more asset classes is desirable. 
  • Specific experience with equity derivatives and structured products would be a plus.
  • Experience with one or more of stochastic calculus, Monte Carlo simulation and analytical methods.
  • Understanding of risk sensitivities, P&L attribution, and experience in explaining model performance.
  • Experience working with quant teams, trading desks and model validation groups.
  • Proficiency in excel – VBA, Python, or C++.
  • Experience with Project/Program management, both at operational and stakeholder levels
  • Strong analytical skills required -quantitative analysis ability is required.
  • An independent and proactive work style and team spirit
  • Travel may be required.
  • A valid work visa for the United States

Your benefits

  • FinTech meets consulting: an established international company with start-up flair.
  • Team-oriented, fun working environment with exciting tasks every day.
  • Team spirit is important for us, and it is reflected in our everyday interactions. We hold regular employee events to actively promote this.
  • Flat hierarchies all the way to the executive floor.
  • A competitive compensation package depending on your profile.
  • A broad range of additional benefits like a top tier medical coverage and attractive 401(k) plans.

Apply today and join our team!

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