Accessibility Links

Model Validation AVP/VP - Derivative Pricing Models

  • Job type: Permanent
  • Location: New York
  • Salary: $120000 - $170000 per annum
  • Job reference: Equity Validation23
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 07/01/2018
My client, a Global Investment bank is looking to expand their model risk group focused on derivatives and pricing models in the US.  The team covers all aspects of the model risk function including validation, control, governance, and output.  This team interacts with front office trading desk and other areas of the business.  This is a key hire as you will manage large projects and will set you up to lead a team in the future.

The ideal candidate will come from a strong quantitative background with experience either as a front office quant or in model risk specifically focused on otc derivatives and pricing models.  This team has some of the strong quants in the industry in their group so they are looking for the best of the best for this role.

 
Skills Required
  • Ph.D. (preferred) or Masters in Math, Physics, or Engineering, or a relevant quantitative discipline
  • Expertise in equities and derivative modeling
  • Must have good product knowledge in a relevant asset class
  • 3+ years in Model Development, Model Validation or Trading
  • Must have strong communication skills and the ability to interface as this is a high visibility role
  • Risk and control mindset is a plus
Similar jobs
VP-SVP | Operations | Private Equity
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description Our client is an Established Private Equity firm with a significant regional presence. They're hiring a Senior Hire within the
VP, Compliance - Trade Surveillance at Top Asset Management Company
  • Job type: Permanent
  • Location: Central Hong Kong Island
  • Salary: Competitive
  • Description Seeking an enthusiastic candidate with pre-trade/post-trade surveillance experience, ideally from an asset management background for a VP level Compliance role. Less experienced candidates will
VP Traded Counterparty Risk - Capital Markets
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description Rapidly expanding global investment bank is growing its North American business in the U.S. The bank experienced a very strong FY17 and added over 1000+...
Sustainable Finance VP, SG based
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description International bank in Singapore is currently looking for candidates to join their Renewable/ Sustainable financing desk at a VP level.  This is an exciting opportunity...
Senior Copper Trader - Shanghai
  • Job type: Permanent
  • Location: Shanghai
  • Salary: Competitive
  • Description Senior Trader (Copper) Sales/Trader, Commodities, Asia, Location: Asia – Shanghai/ China Responsibilities: Solid sales and marketing