Market Risk & Derivative Pricing Model Validation Market Risk & Derivative Pricing Model Validation …

Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 24 Sep 21
Negotiable
Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 24 Sep 21
Negotiable
Selby Jennings QRF
An International Investment Bank is looking to hire a Model Validation Specialist with a strong quantitative and technical skill set to join it's model risk management group to cover derivative pricing and market risk models.

An International Investment Bank is looking to hire a Model Validation Specialist with a strong quantitative and technical skill set to join it's model risk management group to cover derivative pricing and market risk models. This is a role ideal for a recent PhD graduate with relevant research knowledge, or a candidate holding a masters degree with 2 years of relevant risk modeling experience and derivative knowledge. This is a growing team and organization, that offers a lot of exposure within the organization.

What You Will Be doing:

Conducting Model Validation across various Market Risk and Pricing models including XVA

Developing and maintaining documentation and professional reports of validation results

Developing and applying model quality assessments and approval criteria

Applying numerical, statistical and qualitative knowledge and skills to perform model validation

What We Need From You:

2 Years of full time relevant work experience in a quantitative financial services discipline and at least a Masters Degree in a quantitative discipline

Experience can be waived if you have a PhD in a quantitative discipline

Strong quantitative analytical skills

Knowledge of derivative pricing, interest rate and market risk models

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