Associate Model Validation MBS

New York Permanent USD115,000 - USD130,000
  • Exposure to senior leadership
  • The ability to learn a new skill set

About Our Client

One of the largest financial institutions.

Job Description

  • Write-up documentations
  • Validating MBS and ABS models
  • Assuring model assumptions and model implementation is in line with the theoretical basis
  • Identify any potential risks and sensitivity of models
  • Create benchmark models against the alternative models independently



MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.

The Successful Applicant

  • 1-3 years of experience doing model validation
  • Strong programming skills: Python, R, C++
  • Strong communication skills and a team player

What's on Offer

  • Competitive base/ bonus structure
  • Hybrid work schedule (2-3 days in NYC office)
  • Paid PTO
  • Sick days
  • Dental/Medical/Vision care
  • Retirement plan
Contact
Lizzy Pacillo
Quote job ref
JN-032022-5377695

Job summary

Sector
Banking & Financial Services
Sub Sector
Risk Management
Industry
Financial Services
Location
New York
Contract Type
Permanent
Consultant name
Lizzy Pacillo
Job Reference
JN-032022-5377695