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CVA and CCR Model Validation VP

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 207841/004_1539123266
  • Sector: Selby Jennings, Risk Management
  • Date posted: 09/10/2018

A top, international investment bank is looking for someone to join their highly respected and newly established model risk team! This team is lead by industry veterans from the best financial institutions in the world and looking for a self starter who can handle a front facing position interacting with stakeholders and senior level management. This position is Located in the heart of New York City, and is a high exposure, lucrative position with very competitive pay!

What you will find yourself doing:

Validation of counterparty credit risk models

Assessment and scope of key components of large frameworks like CCAR, DFAST, and ICAP

Identifying risk and scenario design

Managing model risk across the full life-cycle

Represent the bank in interactions with regulatory agencies, as required

What we would like to see from you:

At least two years working in counterparty credit risk

Knowledge of different derivatives

At least a masters degree in a quantitative field

Strong communication and presentation skills

Strong python and c++ skills

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