We have a current opportunity for a 1390- VP Risk Model Validation Specialist on a permanent basis. The position will be based in New York. For further information about this position please apply.
The Market Risk and Model Validation team are responsible for end to end validations, This team is responsible for conducting end to end validations and reviews of derivative pricing, e-trading, market risk, liquidity risk, and counterparty credit risk models.
- Using validation methodology to decode issues and communicate findings to senior management and stakeholders
- Working with senior management and regulators to alter and ensure models are conceptually sound and aligned with regulations
- Communicate quantitative concepts to non quantitative audience
- Master`s Degree or PhD in Finance, Mathematics, Physics, Engineering, Computer Science or related quantitative field with a minimum 5 years of work experience in model development, model validation, quantitative research, risk management
- Exposure to Derivative pricing, Interest Rate, Counterparty Credit Risk, Market Risk, Liquidity Risk models
- Strong communication, quantitative, and leadership skills
- Proficient in programming, specifically Python