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IR Model Validation

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $200000 per annum
  • Job reference: CEVA 411451
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 01/05/2018
A top global investment bank is growing and is on the lookout for an interest rates model expert to join their model risk group. You will be responsible for validating interest rates model across the business including the VaR and front office IR derivative models. 

Requirements
  • Strong understanding IR models
  • Experience working in model validation from a top financial institution
  • Ability to work in an agile work environment
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