Our client, a derivatives trading company is expanding their model validation team in New York.
The team is responsible for performing model validation for a variety of capital markets models. The incumbent will be responsible for developing model governance frameworks and implementing model risk policies. They will monitor performance of high-risk models and reporting results that will outline areas of improvement or concern.
Successful candidates will have a minimum of 3+ years of risk management experience with a focus on derivatives, specifically interest rate and FX products. An advanced degree in a quantitative discipline is highly preferred.
As this is a highly visible role, involving significant interaction with senior management across various LOB's, candidates must possess excellent verbal and written communication skills.
For more information please contact Lauren Bowden on +1 646 766 1230.