VP Equity Model Validation Control recruitment
Responsibilities:
• Managing the Equities Model Control function including vanilla and exotic equity derivatives
• Certification of models and their valuation methodologies prior to their use.
• Testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to senior management.
• Complex transaction review and analysis.
• Representing Finance in the firm’s Model Policy Governance control steering committee
• Interact with Valuations, Market Risk, Trading, Product Control and Finance
• Providing technical advisory to Finance and the mark review line team.
Requirements:
• 5+ years market risk / quantitative modeling within exotic equity derivatives
• Strong understanding of various risk concepts (VaR, liquidity, concentration, risk exposures of different asset classes including derivatives)
• Familiarity with model review and certification, complex transaction review,
• Strong analytical skills
• Excellent communication skills. Able to interact confidently with Business Unit, Trading Strategists, Finance senior management, and the Market Risk Department
• Ability to challenge the valuation methodologies proposed by the Business Unit quantitative analysts
• Quantitative Master’s degree
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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