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VP - Market Risk Model Validation

  • Job type: Permanent
  • Location: Texas
  • Salary: $150000 - $200000 per annum
  • Job reference: Model Validation
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 21/09/2017

My Client, a Tier 1 investment bank is looking to hire a VP of model validation with experience in VaR and pricing models.  This group is headed up by one of the most well-respected managers in the risk modeling space.

This role will work on VaR and cross asset models and is primarily responsible for assessing and helping mitigate the risk across all business lines.  Therefore the ideal candidate will come from a top tier bank with hands on modeling experience for market risk and derivative pricing models as this group works with the some of the bank’s most complex models.

Skills Required

  • Ph.D in a quantitative discipline
  • 4+ years in experience in risk modeling
  • Expert in VaR and pricing models
  • Knowledge of derivative modeling
  • Strong communication skills
  • Programming skills
  • Experience with securitized or structured products

 

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