VP Quantitative Equity Model Validator

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Stirling Atlantic Associates
  • 10 Mar 18 2018-03-10

A leading Investment Bank is recruiting for a vice president equity quantitative model validator. The ideal candidate will have a strong background in equity pricing models. This is a great opportunity for an individual to work with front office quantitative research, trading and senior management.

The group is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the bank. The team also develops measures of model risk. This includes monitoring model risk against the banks model risk framework and appetite. 

Role description:

The role will focus on the full review of Equity valuation models used by the firm for valuation and risk management of their trading positions including:

  • Asses input parameters
  • Review assumptions and assess the model theory
  • Review implementation
  • Analyse model risk including identification of model risk, model limitations etc.
  • Model risk monitoring and reporting

The candidate would also be expected to do the following:

  • Communicate the results of model validation analysis clearly.
  • Engage in global equity model validation projects.
  • Approve models for use by the US Equity Trading business.
  • Work across departments (Trading, Front Office Quants, Market risk, Product Control)

Skills and Experience Required:  


  • 5 years plus of experience working in quantitative finance
  • Degree in a quantitative discipline  
  • Desirable Ph.D. (or equivalent) in a quantitative discipline
  • Solid experience in Equity Pricing Models
  • Programming skills in C++ and Python
  • Excellent communication skills both verbal and written