Head-Model Risk Mgmt-Experience Manager/Hands-on recruitment
A Major Financial Services Company is seeking a Head of Model Risk Management (VP level), possessing 10+ years of experience in quantitative financial analysis and modeling, with experience managing a quant team. Advanced degree in a quantitative discipline (Mathematics, Statistics, Finance, Physics, Engineering, etc.) from a major university a must. This individual must have strong experience in quantitative finance with emphasis on valuation models (curve building methodologies, term structure models, option models, credit models), and risk management models and methodologies (Greeks, VaR, back testing), and a good understanding of the regulatory environment surrounding model risk management. Excellent written and oral communication and presentation skills, ability to communicate quantitative concepts to financial professionals a must. Strong mathematical background, especially in probability theory, stochastic processes, and PDE’s. High level of computer literacy, ability to work effectively with Matlab, R, Excel, SQL. Candidate will be responsible for all aspects of model risk management. Please contact Barry for more details.
Please refer to JO# BJF6008; Barry Franklin;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: barry@integratedmgmt.com;
PLEASE ATTACH PAPERWORK IN WORD FORMAT.