VP Market Risk Model Validation VP Market Risk Model Validation …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 27 Jul 21
Negotiable
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 27 Jul 21
Negotiable
Selby Jennings QRF
A leading international investment bank is looking for a strategic professional to join their business, supporting their Market Risk business with their model validation expertise. This work impacts various areas of the business and requires great technical, communication and diplomacy skills as well as superb market knowledge. This role is located in New York.

VP Market Risk Model Validation

A leading international investment bank is looking for a strategic professional to join their business, supporting their Market Risk business with their model validation expertise. This work impacts various areas of the business and requires great technical, communication and diplomacy skills as well as superb market knowledge. This role is located in New York.

What You Will Be Doing:

  • Developing, enhancing and validating the methods of measuring and analyzing risk for market risk specifically
  • Managing model risk across the model life cycle including model validation, ongoing performance evaluation and annual model reviews
  • Producing analytics and reporting used to manage risk
  • Assisting in the development of analytics engines for business product lines
  • Managing stakeholder interactions with model developers and business owners during the model life-cycle
  • Presenting model validation findings to senior management and supervisory authorities

What We Need From You:

  • ~5 years of experience
  • Must have at least a masters degree in a quantitative and/or technical discipline
  • Proficiency in coding and programming languages such as Python, C++, MATLAB and R
  • Prior experience working with market risk models, working in market risk analytics or a front office function
  • Demonstrated time and project management skills
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