An industry-leading American Investment Bank is building out their Model Risk Management group and urgently hiring for VP-level Model Validation candidates to sit in their NY office, working with a distinguished and reputable MD at the firm.
This MD is looking to bring on experienced model validators in openings for two of his teams - one covering exotics derivatives and the other covering ALM and balance sheet modeling.
Both of these positions offer exposure across the business, working with some of the top front office quants in the industry. The role will additionally offer cross-asset exposure, and fluidity among products.
The bank is ideally looking for someone with 6+ years of experience, deep product knowledge, and strong coding skills in Python and C++.