VP Quant Model Validation recruitment

Responsibilities:

To independently validate internally/externally developed models and pricing functions, including front office.
To verify that validated functions have been implemented correctly in other environments via independent benchmarking (in C++/VBA) or utilizing validation software.
To formulate an opinion on Model Risk and ultimately develop Model Risk provisioning methodologies to safeguard against model assumptions/limitations.
To ensure that all validation work is well documented, transparent and can be reproduced.

Requirements:

You should have at least 5 - 7 years proven experience in computational finance either in a previous Model Validation, Front-office Quant or

Quant Developer role and are expected to have strong mathematical skills with strong programming skills in C++ and VBA.

Relocation offered for exceptional overseas candidates. Urgent hire

Interested and qualified candidates are invited to send their most updated resumes to ellenlee@aquissearch.com.

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