W1siziisimnvbxbpbgvkx3rozw1lx2fzc2v0cy9kq1cgl2pwzy9iyw5uzxitam9icy5qcgcixv0

VP - Model Validation

  • Location

    New York, United States

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    165000

  • Contact:

    Randell Kanemaru

  • Contact email:

    Randell.Kanemaru@jcwresourcing.com

  • Job ref:

    61513

  • Published:

    5 days ago

  • Expiry date:

    2021-10-14

  • Consultant:

    Randell Kanemaru

JCW is currently working on a VP, Model Validation position with an international financial services firm. The qualified candidate will be independently validating equity derivative models and communicating results to various lines of business.  This position will be located in New York, NY.

 

Responsibilities include:

  • Validate a variety of global equity models
  • Contribute to the model risk analysis, identification, and quantification process
  • Present risk assessment documentations to senior management and stakeholders in various divisions

 

Position requirements:

  • M.S. in STEM degree, Ph.D. preferred
  • 7+ years of quantitative derivative pricing model experience
  • Expertise in C++ & Python

 

Randell recruits for Risk & Treasury professionals across the financial services sector and would be happy to provide further details about this or other positions. You can reach him at Randell.Kanemaru@jcwresourcing.com


We aim to be an equal opportunity recruiter and we are determined to ensure that no applicant receives less favourable treatment on the grounds of gender, age, disability, religion, belief, sexual orientation, marital status, or race, or is disadvantaged by conditions or requirements.