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Quantitative Modeller - Derivative Pricing/Margin/VaR

Selby Jennings QRF
Manhattan, United States
Posted 3 days ago Hybrid Permanent Negotiable
A global derivatives and securities clearinghouse is hiring Senior Associates and Associate Directors as they build out their team across the USA.

A global derivatives and securities clearinghouse is hiring Senior Associates and Associate Directors as they build out their Quantitative Modelling teams across the USA.

The firm is partnered with top global banks, hedge funds, asset managers, and independent broker dealers around the world to provide clearing and settlement services.

They clear products across all asset classes, and working on this team will provide deep exposure to the financial markets. There are plenty of leadership opportunities within the firm as this team continues to grow in the NYC area, Boston, Dallas, Tampa, Chicago, and the Washington DC area.

This team focuses on the market risk models utilized by the firm including VaR/SVaR, derivative/security pricing, and margin models. They are open to quantitative candidates coming from any modelling background.

Responsibilities:

  • Research and develop effective challenger models
  • Present to model development teams, model risk committee, and Chief Model Risk Officer
  • Partner with cross functional teams in model development, quants, IT, etc. to improve model methodology

Qualifications:

  • 3+ years of experience in model development or validation
  • Master's Degree or PhD in a quantitative field
  • Proficiency in Python, SQL, R

job_description_image
Job ID  PR/326328
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