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VP/SVP Model Validation Lead - Algo Trading

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 326271/002_1560205582
  • Sector: Selby Jennings, Risk Management
  • Date posted: 10/06/2019

A leading American investment bank is building out their Model Validation team in the Algo Trading space, and is looking for an experienced member to join their team! This person will ideally have a strong background in quantitative finance, econometrics, and especially statistics and will be an instrumental part of this newly developed Model Risk team! This member will lead the validation of models covering the Algorithmic trading business across the bank, an instrumental function! Located in New York City, this is an exciting position that you do not want to miss out on!

What Will You Be Doing:

Model validation and review of algo-trading models and their frameworks

Producing high value model assessment, and assessing the risks and limitations of the models

Assessing and maintaining the performing of the models

Managing the team's work flow

What We Would Like From You:

At least a Master's degree in a Quantitative discipline (statistics, financial mathematics, econometrics, etc.)

Strong working knowledge of time series analysis, optimization, statistics, deep learning

Prior working experience in Algo-trading as either a quant developer, trader or risk modeler

Strong working experience in either Python, R

An understanding of C++, Java or C# is encouraged

Knowledge of financial products such as FX, Equities, Credit, Commodities or Rates

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