Accessibility Links

Director Market Risk Model Validation

  • Job type: Permanent
  • Location: New York
  • Salary: $190000 - $255000 per annum
  • Job reference: Model Validation
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 05/07/2017

My Client, a Tier 1 investment bank is looking to hire a director of model validation with experience in VaR and pricing models.   This group’s performances exceeded expectations in 2016 and led to huge growth plans for the group this year.   This group is headed up by one of the most well respected managers in the risk modeling space.

This role will work on VaR and cross asset models and is primarily responsible for assessing and helping mitigate the risk across all business lines.  Therefore the ideal candidate will come from a top tier bank with hands on modeling experience for market risk and derivative pricing models as this group works with the some of the bank’s most complex models.

Skills Required


Ph.D in a quantitative discipline
10+ years in experience in risk modeling
Expert in VaR and pricing models
Knowledge of derivative modeling
Strong communication skills
Programming skills
Experience with securitized or structured products

Similar jobs
Long-Short Equity Portfolio Manager
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description ...
Senior Recruitment Consultant - Compliance
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: $20000 - $25000 per month, Benefits: Uncapped Commissions & Medical Benefits
  • Description Phaidon International is a global, Award winning, micro-specialist recruitment firm with 6 brands and 9 global offices around the world. Phaidon Hong Kong specializes in...
Manager-AVP | Regulatory Compliance | Banking
  • Job type: Permanent
  • Location: Singapore
  • Salary: $84000 - $110000 per annum, Benefits: competitive benefits
  • Description Our client – a well-established multinational bank with a significant presence in the APAC region – is seeking a high calibre compliance professional to join...
Credit Analyst - Global Asset Manager - China High Yield
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Description ...
Data Scientist
  • Job type: Permanent
  • Location: Zürich
  • Salary: Competitive
  • Description ...