Accessibility Links

Credit Products/Derivatives - Model Validation

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $200000 per annum, Benefits: Bonus + Benefits
  • Job reference: xiaolincheng
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 18/07/2017
Tier 1 American investment bank is growing out the model risk management team covering Credit Products/Derivatives. They are looking for candidates with a background in CDO, CDS, CLO, and or Corporate Bonds. They are hiring across multiple levels. Candidates at the VP and Director level will be expected to lead discussions and strategize with the MD of the Model Risk Management Group. 

The investment bank has split this team from the rest of MRM to focus exclusively on credit products. Candidates will gain the opportunity to join a premier investment bank and help grow out an expanding team while also gaining product expertise across the credit products/derivatives space. 

  • Independently review, analyze and test models used for pricing and risk management of credit products.
  • Maintain effective challenge, critical thinking, independence  and strong compliance to policy and procedures in model review activities
  • Effectively manage business priorities to complete high-quality model review work.
  • Effectively support regulatory and audit requests.

  • Product knowledge in Credit Products/Derivatives
  • Background in a front office model development, pricing, or model validation environment
  • 2+ years for AVP
  • 5+ years for VP
  • 10 years for Director
Similar jobs
Quantitative-Equities and Macro Arbitrage
  • Job type: Permanent
  • Location: Boston
  • Salary: $150000 - $200000 per annum
  • Description Quantitative Developer – Medium to High-Frequency Trading in Options and Volatility A top-tier hedge fund based in Boston is looking for a mid-level quantitative
Senior Restructuring/Workout - Leveraged Loans & HY Bonds
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A mulit-billion dollar corporate credit investment manager in NYC is looking to bring on a Senior Analyst to lead the restructuring/workout for their distressed credits....
Fixed Income Portfolio Analyst
  • Job type: Permanent
  • Location: Los Angeles
  • Salary: Competitive
  • Description A multi-billion AUM asset management firm is looking to add a corporate portfolio analyst to there team. The role will report to 3 senior members   ...
Energy Derivatives Trader
  • Job type: Permanent
  • Location: Belgium
  • Salary: €100000 - €200000 per annum
  • Description A growing energy focused trading house is looking for an energy trader to joining their existing team. The successful applicant will be trading cross-energy strategies...
Equity Trader
  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $250000 per annum, Benefits: Bonus
  • Description My client is a leading asset management firm that is currently looking for an Equity trader to join their growing team based here in New...