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Stochastic Model Validation Quant

  • Job type: Permanent
  • Location: New York
  • Salary: $140000 - $185000 per annum
  • Job reference: Interest Rates
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 12/09/2017
My client, a top US investment bank, is looking to hire a risk modeling expert with experience in derivative and interest rate modeling. This is considered an expansion hire and the will be expected to take on major responsibility and interact with other

This role will work on market risk models and the primary focus will be on rate and exotic derivatives. Therefore the ideal candidate will come from a front office risk or model development background as they are working with some of the bank's most complex models and interfacing with senior stakeholders.


Requirements include
  • Quantitative Degree (PhD preferred)
  • 5+ years relevant experience (model development/validation)
  • Experience with Interest rate modeling
  • Hands on experience with derivative modeling
  • Experience with
  • Programming skills (C++, Python,
  • Strong communication skills
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