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Quantitative Model Validation Analyst

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: CEVA 5845384
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance, Risk Management
  • Date posted: 14/11/2017
Top-Tier Investment bank is looking to grow their market risk team by adding a quantitative model validation analyst. This is a highly reports directly to the managing director of market risk and will have a dotted line to the CRO.  

This role is acting as the second line of defense and will require a high level of interaction with the front office thus requiring great communication skills. This role offers high visibility to many areas of the organization especially management.

Qualification:
  • Bachelors in Quantitative field
  • 3-5 years of experience working with models
  • Good communication skills
  •  Experience working with R, Python, and C++
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