A top American Investment Bank is hiring a junior VP-level candidate to join their Model Risk Management group for their NY office.
The role will cover model validation for exotics interest rates and offer the ability to work across all asset classes and products.
The bank is ideally looking for someone with a quantitative background, strong programming skills in Python and C++, and the ability to communicate model validation results to senior stakeholders and the front office.
Responsibilities:
- Performing independent validation and approval of models
- Conducting annual review of existing models
- Model performance monitoring and analysis
- Communicating key findings and model limitations to management
Qualifications:
- Degree in a relevant quantitative field
- Strong programming skills
- Experience in model development and validation
- Strong analytical, quantitative, interpersonal, and organizational skills
