A leading International financial institution is hiring top talent with strong quantitative backgrounds for their Modeling and Valuations team located in Dallas.
The Head of the Group is looking to add to his quantitative team which has been consistently growing the last 2+ years and looking to expand more.
The role will cover model development and maintenance of valuation models for the firm's $300 billion balance sheet and derivatives portfolio. The candidate will have the chance to cover modeling in all aspects across broad asset class exposure and interactions with senior management on a daily basis.
Responsibilities:
- Developing and maintaining valuation models and risk analytics within the Treasury Valuations function for the firm
- Validate inputs to pricing and valuations models across asset classes
- Develop models across mortgage, commercial and consumer loans
- Assist in automation processes
Qualifications:
- Master's degree in a quantitative field or capacity
- Prior valuation experience within a bank or treasury function
- Prior modeling experience across complex derivatives
- Effective communication skills for interactions with senior management and stakeholders
- Programming skills in Python
