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Model Market Risk Quantitative Analyst
USD20 - USD50 per hour (USD41,597 - USD103,992)
- 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.
- 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.