Accessibility Links

Model Validation Team Lead

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 164gft
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 05/12/2017
A Global Investment Bank is actively looking to add several model validation employees to its Quantitative Model Risk Management team. This team has been expanding rapidly, adding several candidates this year and looking to continue into the New Year. With this significant growth, they are looking to add Senior Associates and VPs who will be comfortable to help lead validation projects on both credit and market risk models. This is a great opportunity to gain exposure to model across multiple portfolios while mentoring junior employees and leading projects. This role will provide candidates with the ability to interact with senior management and stakeholders across the organization. Any candidates with several years of experience validating credit or market risk models will be considered. A mixture of both credit and market risk modeling experience will be ideal.

 

Responsibilities include:
  • Conduct independent validation of models
  • Analyze and develop new model frameworks by supporting the line of business
  • Quantify and report model risks
  • Analyze complex data
  • Mentor Junior employees
  • Interact with the first line of defense, senior management and the front office
Requirements include:
  • Graduate degree in quantitative field
  • 3+ years in model risk management or front office quant role
  • Excellent mathematics background
  • Excellent programming skills
  • Good communication, ability to interact with modelers, front office, senior management etc.
Please apply immediately if you are interested!

Similar jobs
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per year
  • Description Team Description: The Active Equity Research team at a top factor investment research firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of the
VP Quant Developer Trading Risk
  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £135000 per annum
  • Description We are currently seeking an outstanding quantitative development candidate to join the QA group of a Tier 1 Investment Bank in London at the VP level. The role is in the global Quantitative Analytics
Quantitative Research-Fixed Income
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$100000 - US$200000 per year + healthcare
  • Description Responsibilities will include: -Systematic and quantitative research and development of higher frequency trading strategies across global fixed income markets -Research and implementation of new
Quant Strat XVA
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$300000 per year
  • Description QUALIFICATIONS: An emerging team within a tier one bank on a path towards unprecedented growth is currently hiring! This collaborative team is currently searching for a Quant Strategist to join the
Lead Portfolio Valuations Specialist | NYC
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description My client is a lead fund administration company that is responsible for supporting Multi-Strategy Hedge Funds, Fund of Funds and Pension funds by providing front office portfolio valuations