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AVP - Balance Sheet Model Validation

  • Job type: Permanent
  • Location: New York
  • Salary: $155000 - $195000 per annum
  • Job reference: aymn234
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 26/01/2018

Position Summary
You will be a senior member in the Model Risk team and will roll up to the Head of Balance Sheet & Fixed Income Model Validation manager. You will be a continual development and  ownership of:

  • Quantitative analysis:
  • Asset Liability Management
  • Liquidity/Treasury strategies
  • Interest rate risk management
  • Fund Transfer Pricing
  • Corporate Hedging
Minimum required skills and experience:
  • An advanced degree in mathematics, finance, statistics, economics, or related field is required.
  • 1-5 years of direct work experience in ALM, yield curve or fixed income modeling.
  • 1-5 years of experience with ALM, deposit modeling AND programming languages such as C++ or C#
  • Extensive experience develop or validating Balance Sheet management (ALM, modeling, funds transfer pricing (FTP), interest rates (IR), Liquidity, etc…) models.
  • Strong communication skills with the ability to clearly articulate complex topics at all levels of the organization
If you are interested in learning more about this position, please apply in with an updated resume (Word format preferred)

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