AVP - Equities Quant for a Top tier US Investment Bank

My Client, is looking to hire for an AVP level model risk quant in equities. This role will provide a great platform for career development working for one of the leading US investment banks  

Responsibilities.

• Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
• Manage stakeholder interaction with model developers and business owners during the model lifecycle.
• Provide effective challenge to model assumptions, mathematical formulation, and implementation
• Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
• Contribute to strategic, cross-functional initiatives within the model risk organisation.

Skills required:

1. Degree from a quantitative field – Ideally PHD or MSC
2. Experience in quantitative risk management or front office Quant role
3. strong derivative pricing skills working with C++/python
4. Knowledge of Stochastic Simulations & Monte Carlo Methods