Director Quant Analyst – Model Validation/Model Risk – Tier 1 Investment Bank – New York recruitment
Overview of roleAnalyse models across different asset classes and lines of business to determine the characteristics and insufficiencies of models and assess their impact for measurement of model risk. In collaboration with other stakeholders and model users you will agree upon plans to monitor the performance of models throughout the model usage cycle. You will also work with technology teams in the firm to evaluate data and process synergies and improve the existing infrastructure.The responsibilityThese revolve around the measurement of model risk and the enhancement of the firms infrastructure Read more […]
Senior Quant – Model Risk / Model Validation – Investment Bank recruitment
You must have experience of models across Fixed Income (Interest Rates, Inflation and/or Credit) or FX (Equity, commodities and EM also considered). Your background will ideally be:Senior Quant from a front office modelling or model validation team.Developing models for derivative products within a financial institution.Liaison with other business and control functions to ensure a coordinated, integrated approach is delivered to the trading desk, as requiredStrong analytical skills with a good judgement (market fluctuations, people).Exceptional academic background with a PhD or a Masters degree Read more […]