Role details

Model Market Risk Quantitative Analyst

New York   •   USD20 - USD50 per hour (USD41,597 - USD103,992)   •  Temporary

Bullet points

  • Client is seeking a quantitative analyst to join their AMRM team.
  • Client is seeking model validator for governance program.

About Our Client

My client is a leading top tier firm in New York in the Financial Services Industry.

Job Description

  • Responsible for Independent Model validation and performance monitoring- assessing conceptual soundness, evaluating data integrity, performing outcomes analyses, and other control processes
  • Support regulators and internal audit teams and maintain relationships with various departments
  • Model validation and verification of model performance (stress testing, limiting behaving, correct implementation)
  • Assess conceptual soundness of models, as well as statistical, mathematical, and theoretical

The Successful Applicant

  • A min of 3-5 years experience in the Financial Services industry.
  • Proven track record of strong technical and model validation skills, or anything of the like in areas of capital markets, risk management, OTC derivatives, VaR, FX, P&L attribution.
  • Advanced Master's degree in mathematics, finance, computer sciences, quant fields, ops research, or statistics.
  • Programming knowledge and experience in MATLAB, C, C++, VBA.
  • Excellent verbal and written communication skills.

What's on Offer

Market rate for Financial Services in New York.

Apply for this job

Click the Apply or LinkedIn button below or contact Courtney Handle quoting job reference 1211708
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