Careers | Job Openings
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.
- 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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