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Quant Analytics Strategist - AVP

  • Job type: Permanent
  • Location: New York
  • Salary: COMPETITITVE
  • Job reference: 338921/002_1562962655
  • Sector: Selby Jennings, Risk Management
  • Date posted: 12/07/2019

A Top International Investment bank is currently building out their Quant Analytics Strategy team and is looking to fill an AVP level opening! This is a high exposure team, that works with stakeholders across the business, working across the Markets, Risk, Finance and Lending areas. This person will be a key member in steering FRTB related projects, as well as key modeling and infrastructure initiatives. This is a great opportunity, located in NYC, for someone with a model risk or model audit background, who is ambitious and interested in collaborating with stakeholders across the business!

What You Will Find Yourself Doing:

Working with various Quant Analytics teams to provide accurate reporting on the status of QA projects

Reporting to key stakeholders across the business

Establishing the project process, data collection, model development and approval and ensuring that they are in line with the current model risk policies

Collaborating with model developers and model owners on analyzing options for modeling and implementation

Analyzing and defining data and system solutions

What We Would Like to See in You:

High level knowledge of quantitative models and their functions

At least 3 years of relevant experience

Prior experience with pricing or Market Risk

At least a Bachelor's degree in a quantitative discipline

Prior experience with business process management or a project management role with a large financial institution

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