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Quantitative-Pricing Model Validation
- Great opportunity at a leading investment bank.
- NYC location with huge potential for growth.
About Our Client
One of the world's largest financial institutions.
The Quantitative-Pricing Model Validation candidate will be responsible for:
- Entire model life cycle, development, validation, implementation, policies, governance, and use.
- Model uses including calculating derivative prices, VaR, CCAR, etc.
- Interview business partners in various lines of business and control functions to understand relevant aspects of model development, validation, governance and use.
- Evaluate model documentation / validation reports and document results.
- Provide quantitative modeling consultation to other audit teams and engage with business partners in ensuring effective model risk management across the bank.
The Successful Applicant
Required skills for the Quantitative-Pricing Model Validation candidate:
- Master's pr Ph.D in a quantitative discipline such as mathematics, physics, economics.
- Advanced mathematical techniques.
- Sound organizational, analytical, oral and written skills.
- Ability to work well with and communicate with others, from teammates to executives, and to present findings to upper level management.
- Experience in one of R, SAS, C++, Matlab, Java
What's on Offer
Highly competitive salary in New York, NY with a great title and a huge opportunity for growth