Role details

Quantitative Model Validation Analyst

New York   •  Temporary

Bullet points

  • Front Office Quantitative Analyst position.
  • Global Invesment Bank located in New York, NY.

About Our Client

Global Investment Bank located in New York, NY.

Job Description

Quantitative Model Validation Analyst will:

  • Conduct model validation of relevant products, particularly Foreign Exchange & Fixed Income.
  • Have theoretical review, benchmarking, independent implementation of the models employed.
  • Quantifying model risk and reporting of the findings.
  • Close interaction and collaboration with traders.
  • Work with front office and risk managers with day-to-day model support and review.
  • Understanding and knowledge of local and global regulatory requirements and be aware of market environment.

The Successful Applicant

The background for the Quantitative Model Validation Analyst is:

  • Minimum of a Bachelors Degree in a relevant area.
  • 5+ years of experience in Model Validation or Front Office Quant role.
  • Experience of building or working with rate modeling, multi-currency models, and Algo trading.
  • Excellent mathematical ability with an understanding of Monte-Carlo simulations, and Numerical Algorithms.
  • Excellent coding skills in C++.
  • Excellent communication skills with the ability to work wit front office.

What's on Offer

  • Competitive hourly rate within the financial services.
  • Great opportunity at a top tier Ibank

Apply for this job

Click the Apply or LinkedIn button below or contact Nicholas Rosimini quoting job reference 1200103
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