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VP - Securitized Products Model Validation

  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$175000 per annum + Work Life Balance
  • Job reference: 173871/001_1528842863
  • Sector: Risk Management, Selby Jennings
  • Date posted: 12/06/2018

A top investment bank recently created a new position and is looking for a strong mid level candidate to join one of the top teams in the industry. The Bank is looking for a forward thinking and top notch quant to help take the team to the next level. All of the Director's in this team have come from top-tier institutions on the street and made the move to join a platform where the can be involved in new model validation techniques and innovative projects as a whole. This is a very unique opportunity that will allow an individual to come in and join a growing group and have a say in the direction the team goes. You will have a significant amount of interaction with the front office, stakeholders and other business lines. This role reports up to one of the most well respected managers in the quantitative risk field.

In this role you will be responsible for handling all model validation activities for securitized products and mortgage models. Therefor the candidate will need to have extensive experience with securitized products and mortgages. The candidate must all have the ability to develop partnerships and relationships across the business and play an integral part in there current team's growth.

This team is responsible for validating models across securitized products, mortgages and interest rates for the firm so the ideal candidate will be currently developing or validating securitized products or mortgage models.

Skills Needed:

Ph.D. in a technical field

5+ years of experience model development or validation experience

Hands on knowledge of Securitized Products & Mortgages

Applied experience in idea generation and strategic initiative planning and execution

Expertise in communicating complex mathematical concepts to audiences that are both quantitative and non quantitative.

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