- New YorkPermanent
This role sits in the Rates pricing model validation team in Model Risk Management. The position requires an experienced candidate with excellent technical, leadership, and organizational skills. The candidate should be well versed in derivative pricing for flow and exotic rates products and modelling approaches, and should have experience developing models either in a Front Office or Model Validation .
Save Job View Job
Work in a growing Model Risk Management Team
Use up to date Machine Learning and AI technology for risk modeling
Didn't find the right Quantitative Analysis job for you?
Create Job alert to receive Quantitative Analysis jobs via email the minute they become available
Submit your resume to register with us and we will contact you if a suitable role becomes available