Accessibility Links

Assistant Vice President - Model Validation

  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$150000 per annum
  • Job reference: 189561/001_1533593358
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 06/08/2018

A Top Global investment Bank is hiring AVP and VP level Model Validation candidates in their NYC headquarters. They are looking for candidates who have 2 to 6 years of experience either developing or validating credit risk models. The team's primary focus is on the consumer portfolio so any candidates with consumer credit risk modeling exposure will be highy considered. Also, candidates who are familiar with machine learning models and have the ability to program in python will be favored. Please apply below if you are interested to learn a bit more about this exciting opportunity!

Requirements include:

  • Graduate degree in a quantitative field (Ph.D preferred)
  • Experience developing or validating credit risk models (consumer credit experience preferred)
  • Strong knowledge of regulatory frameworks like CCAR or CECL
  • Strong understand of math, statistics, machine learning etc.
  • The ability to use SAS, R or Python to validate models or build benchmark models
  • The ability to work independently (project lead experience is a plus)
  • Strong communication and technical writing ability
Similar jobs
SR Quant Analyst QRM Equities
  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: US$100000 - US$125000 per year + Competitive
  • Description A leading global financial institution is building out their quantitative risk management function and is looking for a senior quantitative analyst to join their team