We are partnering with an international banking client on a search to identify a VP to join their Model Validation team in New York.
The team is responsible for performing independent model validation of market risk and traded products across several legal entities of the firm. 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 4+ years of model validation, derivatives pricing or quantitative market risk experience. 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.