Cross Asset Risk & Validation Position

• Company

  Selby Jennings

• Location

  USA-NY-Albany

• Remuneration

  $115000 - $160000 per annum, Benefits: Bonus

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  05-Nov-2013

• eFC Ref no

  1302552

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A Major investment bank in North Carolina is looking to add Candidates to a growing Risk/Validation department. This unique opportunity allows for Cross Asset exposure and significant career progression as this group continues to build and expand.


Responsibilities:

• Review and sign-off valuation models, to ensure appropriateness of model choice, usage, calibrations, input parameters, and reserves for limitations;
• Review and sign-off alternative valuation procedures for level 3 illiquid assets and liabilities.
• Review and sign-off new and/or unusual trades,to ensure valuation issues are captured early-on at trade inception times;
• Review and sign-off independent price-testing methodologies, actionability ranges, and market-making status.
• Provide technical support and trainings to Product Controllers. 

Requirements:

• Excellent understanding of Model Validation
• Understanding of the Pricing of derivative products across various asset classes
• Masters Degree (Prefer PhD) In a quantitative Field: Math, Physics, Enginerring etc.
• Strong Mathematical background
• C++/ VBA/SQL/C# Skills a plus

If you are interested in applying for this position please submit your resume below.

• Apply online