Associate - Quantitative Commodity Market Risk

  • Competitive Base & Bonus
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Ashton Lane Group
  • 25 May 18 2018-05-25

Support the model review of cleared products within a financial services regulatory environment.

Responsibilities:

  • Perform validation on conceptual model assessment and implementation, input data validation, back testing and benchmark testing.
  • Review of technical papers on capital, margin and pricing models.
  • Identify model limitations and evaluate the materiality.
  • Assist the team in providing guidance regarding improvements in model design, implementation, output reporting, documentation and governance.
  • Evaluate model changes upon notification, perform testing on the changes, update the documentation and reconfirm model approval.
  • Assist in the ongoing monitoring of approved capital and margin models as a technical expert and provide ongoing assistance to the risk management team with due diligence inquiries involving collateral disputes.

Requirements:

  • 2+ years’ quantitative, model validation, risk management experience within financial services or commodity or energy firm or regulatory agency
  • Detailed knowledge of OTC derivatives and underlying markets, pricing models, sensitivities and valuation methods
  • Excellent communication skills.
  • Familiarity with Dodd-Frank regulations
  • Advanced degree in economics, finance, mathematics, statistics or related field

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

Ashton Lane Group® “A trusted advisor throughout your career”