Model Validation Vice President - Senior Rates Quant

Queens Permanent USD142,000 - USD198,000 per year
  • Top investment bank in area.
  • Model Validation Opportunity.

About Our Client

- Top tier investment bank

Job Description

  • Validate models and manage model risk related to rates and municipal derivatives

  • Challenge methodlodis used to claculate risk metrics

  • Determine model risk limitations

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

- 3+ years of experience
- Knowledge of interest rates derivatives products
- Knowledge of stochastic calculus, Monte Carlo simulation & methodologies
- Experience with Python

What's on Offer

- Great Model Risk opportunity at top tier investment bank.

Tina Zoppi
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Job summary

Banking & Financial Services
Sub Sector
Risk Management
Financial Services
Contract Type
Consultant name
Tina Zoppi
Job Reference