You must have experience of modelling and/or validating derivatives pricing models, A background in Equity, FX or Hybrids products are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models. Your background: Minimum 4 years relevant experience of implementing and/or validating models for Equity, FX or Hybrid products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject. Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc. Strong programming skills in C++. You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions Send your CV for immediate consideration. Contact I.T.S City To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on: Email: simonits-city.com Direct Line: 44 (0) 203 176 6648