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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, Selby Jennings, Risk Management
  • 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
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