AVP, Model Validation | Banking | New York

Job Title: AVP, Model Validation | Banking | New York
Contract Type: Permanent
Location: New York, USA
Salary: Negotiable
Reference: BBBH18048_1522158470
Contact Name: Lauren Bowden
Contact Email:
Job Published: March 27, 2018 14:47

Job Description

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.