Model Validation - VP Model Validation - VP …

Selby Jennings Investment Banking
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Investment Banking
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings Investment Banking
A prestigious American Investment bank is looking to bring on VP-level experienced Model Validators to join their Model Risk Management group for the NY office.

A prestigious American Investment bank is looking to bring on VP-level experienced Model Validators to join their Model Risk Management group for the NY office.

The role will cover independent model validation of ALM, deposit models, and balance sheets. Experience across this specific coverage is needed for the role, as well as strong programming skills in Python and C++, and the ability to work closely and effectively with the front office.

Responsibilities:

  • Independent oversight of model risk at the bank
  • Validation and approval of models
  • Review and re-validation annually
  • Model performance monitoring
  • Communicating results to senior management and the front office

Qualifications:

  • Degree in a relevant field, with a preference for quantitative fields such as math, physics, engineering, computer science, or financial engineering
  • Strong programming skills in Python and C++
  • Deep knowledge across products and models covered for the role
  • Prior experience in model risk management or model validation

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