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: 11/08/2017
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
eFX Quant Trader - Investment Bank - London
  • Job type: Permanent
  • Location: London
  • Salary: Competitive + Bonus
  • Description This eFX trading position is for a tier 1 investment bank to help enhance its services in mergers and acquisitions, equity and debt capital markets. ...
Quantitative Trading Strategist | New York
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description Quantitative Trading Strategist | Front Office Quant | New York A tier one Asset Management firm located in the Greater NYC area is looking to expand its...
VP - Model Development
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description A Global Tier one investment bank is seeking an immediate hire for a Wholesale Credit Risk Quantitative Model Development VP. This is one of the...
Credit Risk Model Validation - Consumer
  • Job type: Permanent
  • Location: District of Columbia
  • Salary: $150000 - $180000 per annum
  • Description A leading US based Consumer Bank with a well-known Card Function is looking to expand its risk analytics group with a key hire within the...
JUNIOR TRADE CONTROL ANALYST– LONDON
  • Job type: Permanent
  • Location: London
  • Salary: £35000 - £50000 per annum
  • Description TRADE CONTROL ANALYST–COMMODITIES TRADING HOUSE LONDON A commodities trading house in London is looking for a junior to join their trade control unit as part...