Model Risk Validation - VP Model Risk Validation - VP …

Selby Jennings Investment Banking
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Investment Banking
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Investment Banking
An industry-leading American Investment Bank is building out their Model Risk Management group and urgently hiring for VP-level Model Validation candidates to sit in their NY office, working with a distinguished and reputable MD at the firm.

An industry-leading American Investment Bank is building out their Model Risk Management group and urgently hiring for VP-level Model Validation candidates to sit in their NY office, working with a distinguished and reputable MD at the firm.

This MD is looking to bring on experienced model validators in openings for two of his teams - one covering exotics derivatives and the other covering ALM and balance sheet modeling.

Both of these positions offer exposure across the business, working with some of the top front office quants in the industry. The role will additionally offer cross-asset exposure, and fluidity among products.

The bank is ideally looking for someone with 6+ years of experience, deep product knowledge, and strong coding skills in Python and C++.

Responsibilities:

  • Perform independent validation and approval of models
  • Oversee ongoing model performance monitoring
  • Working closely with the front office quants and senior management
  • Communicating key findings and the results of model validations activities to key stakeholders and management

Qualifications:

  • 6+ years of experience
  • Extensive knowledge in exotics derivatives or ALM/balance sheet modeling
  • Experience in model development or model validation
  • Strong coding skills in Python and C++
  • A degree in a quantitative field
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