Role details

Quantitative-Pricing Model Validation

New York   •  Permanent

Bullet points

  • 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.

Job Description

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

Apply for this job

Click the Apply or LinkedIn button below or contact Nicholas Rosimini quoting job reference 1214850
As you are using an Apple iOS device we are unable to offer you the CV upload function. Please apply with your Linkedin profile below or contact Nicholas Rosimini quoting job reference 1214850