Top Tier US Investment Bank-NYC- Junior and Senior Level Model Validation Analysts

Company:
Selby Jennings
(View company profile)
Location:
New York City, NY
Job Type:
Full Time
Category:
Risk Management
Posted:
6/14/2013

Job Description


Top Tier Investment Bank looking for both Junior and Senior level Model Validation Analysts to join their growing team in NYC.

This individual will be validating all asset models and working with some of the most talented Front Office Quants and Traders in the world.

This opportunity will be reporting diretcly to the head of the Model Validation group and the head of the Quant team.

Responsibilities:

-Model validation of: asset pricing models, FX models, interest rate models, equity models, derivative models, credit portfolio management models, cash flow CDO valuation models, capital models, hedging models, operational risk models, credit risk models, market risk models and economic risk models.

-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.

-Stress testing current models and identifying any potential risks that might affect the trading products.

-Candidate will be working predominantly with Interest Rates/Credit and Equity Derivative products.

-Make recommendations and suggest improvements related to the applicability of the different models assessed in meeting their objectives

Requirements:

- PhD/ Masters in Finance, Economics, Mathematics, Computer Science etc

- Good communication skills, written and verbal

- Previous related experience in relevant applied modeling techniques

-Excellent quantitative modeling, analytical, research and programming skills (C++, SAS, Matlab).

-Knowledge of Asset Pricing, Market Risk - (QRM Model and Algorithmic) and in-depth understanding of credit risk methodologies , interest rate modeling [short rate models, HJM, BGM, etc.], VAR, and/or other complex financial risk modeling highly desirable.

This Investment Bank is highly regarded in the Industry and is performing very well, therefore they are offering a competitive salary and a guaranteed bonus for the first year.

If you would like to be considered for this position, please apply below with your updated resume.

APPLY NOW



Jobs Like This Near New York City, NY


GO





Company and Hiring Information About...


Click on the button below to go to the Selby Jennings website and apply for Top Tier US Investment Bank-NYC- Junior and Senior Level Model Validation Analysts.

GO TO EMPLOYER WEBSITE
Play the new finance career game from FINS!

Financial Dream Jobs - Sign Or Decline
You just got an offer for your dream job,
BUT...
your boss pumps iron four times a day…next to your desk.
SIGN DECLINE

  • Copyright ©2014 Dice Holdings, Inc. All rights reserved.
Log in 
FINS Login
 
*Indicates required field
 
User Name*
Password*
     Forgot Your Password?
Or log in using your Facebook account:
Connect with Facebook