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Model Validation Team Lead

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 164gft
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • 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!

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