Accessibility Links

VP - QA Model Development Scenario Design

  • Job type: Permanent
  • Location: New York
  • Salary: US$145000 - US$190000 per year + Competitive
  • Job reference: 261361/003_1552343221
  • Sector: Selby Jennings, Risk Management
  • Date posted: 11/03/2019

A leading global investment bank is actively building out a new team and looking for a technically skilled quantitative model developer. This Quant Analytics team is responsible for designing and producing Stress Testing scenarios from scratch, working with macroeconomic variables and statistical analysis. This is an exciting hands on model development role for someone with a highly technical background and quantitative skills. You will be working with some of the best quantitative minds in the industry for a leading company in New York City!

What You Will Be Doing:

  • Designing and producing Stress Testing scenarios

  • Looking at macroeconomic and market variables and conducting statistical analysis of large sets of data

  • Supporting the design and production of both regulatory and internal stress tests

  • Work with stakeholders across the business through the design, expansion and use processes of scenarios

What We Would Like From You:

  • At least 5-6 years of developing quantitative models

  • Experience developing either econometric models or pricing and risk models across all asset classes

  • Strong statistics and data analytic skills

  • Strong understanding of linear regression models and interest rates

  • An advanced degree in math, science, or engineering (PhDs encouraged)

  • Prior Experience with Stress Testing and Scenario Generation

  • Skills in R and Python encouraged

Similar jobs
SVP of Enterprise Risk
  • Job type: Permanent
  • Location: Atlanta, Georgia
  • Salary: Negotiable
  • Description My client, is seeking a seasoned risk management professional to assist in the overall development of the bank's Enterprise Risk and Operational Risk management program
Assistant Vice President - Risk Manager - Unsecured Lending
  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Description Description Report to the Senior Card and Ready Credit Risk Manager to monitor and manage acquisition policyOversight and manage risk appetite framework on card acquisition and make sure it is
VP Credit Risk Model Validation
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$95000 - US$120000 per year + bonus
  • Description A regional bank in the Los Angeles area is looking for a Sr. Quantitative Analyst to join its Model Validation team. As an individual contributor to this expanding branch
Operational Risk Manager - VP
  • Job type: Permanent
  • Location: Amsterdam, North Holland
  • Salary: €110000 - €140000 per annum
  • Description A global investment bank is looking for an Operational Risk Manager to sit within the 2LoD of their Investment Banking division in Amsterdam. You will be challenging the 1st line in order of providing
Associate/AVP - Quantitative Middle Office & Valuations
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description Associate/AVP - Quantitative Middle Office & Valuations A client of mine is looking to add to its quantitative middle office and independent pricing team. The team is responsible for all middle