---------- Forwarded message ---------- Date: Thu, 16 Nov 2006 15:15:02 -00 From: Heinz Geyer <hgeyer(a)ta-consult.com> Subject: Quant Position - Model Validator in Risk Management Maybe you can help me to find candidates for the positions listed below. The vacancy may not be of interest to you personally, but as you are working in a quantitative function you may be aware of someone who is looking for a new challenge. In any case I wish to thank you for your attention. Our client, a major international investment bank, is looking to hire for its London office a MODEL VALIDATOR, QUANTITATIVE RISK MANAGEMENT The Role: The role is one of a model validator in the Quantitative Risk Management Group, which consists of seven people across New York and London. The position is located in London. The successful candidate will have a highly quantitative background, educated to at least Masters level or with a PhD in Mathematics or another quantitative discipline, combined with extensive programming experience, including C/C++ and ideally Visual Basic. Experience of statistics and stochastic calculus is also preferable. Daily tasks include: Completing reviews of models, both produced in-house by the Front Office Quantitative Analytics function, and those in external vendor systems. This necessitates a full understanding and critique of the underlying mathematics, combined with independent implementation and discussion of limitations and weaknesses of models. Extensive interaction with traders and front office quants. Individuals in the group need to be able to develop a deep understanding of models in a very short time frame, as often we will be brought into discussions about highly complex models after significant effort has been expended by the Front Office on their development. Assisting risk managers and Finance with quantitative issues. Assisting in the maintenance of risk inventories by model and prioritization of models for review. In certain cases, development of bespoke models to further assess those produced by the Front Office. Qualifications Essential Excellent quantitative and statistical skills. Strong programming skills, including expertise in numerical analysis Strong communication skills, both written and verbal. Ability to converse with both traders and quants Must Have Qualifications At least Masters, or PhD in Mathematics or related quantitative scientific discipline C/C++ and preferably Visual Basic skills Excellent Excel skills Salary depending on experience plus performance-based bonus and usual banking benefits. Thank you in for considering this message. Kind regards Heinz Geyer Temple Associatesl Executive Search Tel: 0044 (0) 20-8343 7785 http://www.ta-consult.com/Geyer.htm http://www.ta-consult.com