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Senior Model Risk Quantitative Analyst

  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: US$100000 - US$130000 per year + Competitive
  • Job reference: 212461/006_1541458428
  • Sector: Selby Jennings, Risk Management
  • Date posted: 05/11/2018

A top international financial institution is looking for a quantitative analyst with strong technical skills to join their growing model risk group. In this role you will be responsible for monitoring, backtesting, and stress testing the models. This is a highly respected team, at a great company with great work life balance. This company is building out their Dallas presence and you will be at the forefront of their growth. Located in a great, up and coming city, with competitive pay and high exposure, this is an opportunity you do not want to miss out on!

What you will find yourself doing:

Working very closely with the modeling group to establish the model validation process

Enhance the existing models

Back testing and stress testing of the models

What we would like from you:

Strong leadership skills

5 years of relative experience in either risk analysis, model validation, or quantitative modeling

General knowledge of the financial market, financial products, risk metrics

Experience with Python encouraged

Advanced knowledge of VaR modeling and back testing

PhD or a Masters Degree in a quantitative discipline encouraged

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