Director - Model Validation

  • $150k - 250k per year + bonus
  • New York, NY, USA New York NY US
  • Temporary, Full time
  • GQR Global Markets
  • 22 Mar 18 2018-03-22

My client is seeking an established individual to help lead a team of successful quantitative analysts and implement and develop models to present to relevant stakeholders.

As an individual you must have a strong understanding of complex mathematical models. Furthermore, as a director you must enjoy teamwork across different levels and be an excellent communicator. My client is looking for someone who can:

  • Analyse a models conceptual and mathematical soundless and evaluate if it is fit for purpose; 
  • Provide challenge to model owners and identify appropriate risks and model limitations; 
  • Communicate with stakeholders and counterparts alike, in order to manager and mitigate model risks;
  • Have an adept understanding of; C++/C#, Python and R;
  • Produce high standard model review documentation for both stakeholders and regulators. 

You will need:

  • A master’s degree in a mathematic field, preferably complemented with a relevant PhD;
  • Past experience in a similar quantitative role, related to model validation and development; 
  • A strong understanding of quantitative risk management, financial mathematics, stochastic calculus, numerical techniques such as Monte Carlo/American monte Carlo Stimulation; 
  • An excellent understanding of; C/C#/C++, with; Latex, Python and R.