Accessibility Links

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
Similar jobs
Quantitative Analyst- Fixed Income
  • Job type: Permanent
  • Location: Boston
  • Salary: Competitive
  • Description Quantitative Analyst- Fixed Income Factor Modelling- Boston, MA- Leading FinTech Firm   A client of ours is looking for a strong Quantitative Analyst with a focus...
FIXED INCOME QUANT – $500BN EUROPEAN HEDGE FUND
  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £110000 per annum, Benefits: Leading package
  • Description FIXED INCOME QUANT – $500BN EUROPEAN HEDGE FUND – LONDON   Selby Jennings is working with a European Hedge fund who is looking to hire a...
Retail Risk Model Developer - London
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Manager Level Retail Risk Modellers (Basel II / Scorecard) – Leading UK Based Bank | London, UK Location – London, UK Salary –
Risk Model Validation Role – London
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Credit Risk Retail Model Development Specialist for Leading European Bank Description A leading London based Retail bank is looking to expand their Risk
AVP/VP Quant Risk Modelling | Banking | Singapore
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description Our client is a leading Asian Bank with a strong presence across APAC. We are hiring for an AVP/VP Quant Risk Modeller to be based...