Accessibility Links

Lead Quant

  • Job type: Permanent
  • Location: United States - New York
  • Salary: 1.00 - 1.00 USD per Annum
  • Job reference: 86185
  • Sector: Quantitative Finance
  • Date posted: 11/01/2017
A leading financial research and analytics firm is looking to a hire a Lead Quantitative Analyst who will work very closely with the market risk validation team of a large global investment bank. This role will have the responsibility of managing a team to independently validate, monitor, assess and challenge complex market risk models. The right individual will have a solid understanding of conceptual framework of models and the ability to lead a team while using innovative testing frameworks. The candidate will be required to have sound knowledge and exposure to market risk models and validation processes.

Responsibilities include:

  • Guide a team to validate complex models
  • Review comprehensive validation reports
  • Manage deadlines for each individual of the team
  • Manage and mentor team members throughout the validation process


Requirements include:

  • Exposure to Market Risk Models, VaR/RNIV Models, IRC and CCAR
  • 3-7 years of relevant experience
  • Graduate degree in Quantitative Discipline
  • Excellent analytical and creative problem solving skills
  • Ability to manage multiple validation with different time line
  • In-depth knowledge of multiple market risk models and related market known products

Please apply below

 

Similar jobs
TMT Associate- MM Investment Bank
  • Job type: Permanent
  • Location: San Francisco
  • Salary: £140000 per annum
  • Description My client, a top Middle Market Investment Bank with offices in San Francisco, is looking to hire an investment banker to join their team as...
Electronic Options Trader
  • Job type: Permanent
  • Location: Chicago
  • Salary: $90000 - $130000 per annum, Benefits: PnL
  • Description Electronic Options Trader An industry leading Options Market Making firm is looking to add an experienced trader to its automated options desk here in Chicago....
Senior CRE Underwriter (Freddie Mac SBLs)
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description An established multi-billion dollar CRE investment manager in NYC is looking to bring on a Senior CRE Underwriter to lead their Freddie Mac SBL product. ...
Data Science Manager
  • Job type: Permanent
  • Location: Indianapolis
  • Salary: $120000 - $200000 per annum
  • Description A leading provider of Healthcare Liability is looking to add a Data Scientist to their growing team. This candidate will work closely with the Actuarial...
Credit Risk Model Developer
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Credit Risk Model Developer A top investment bank based in London are looking for to expand their Credit Risk Modelling team due to the implementation...