Company
Selby JenningsLocation
USA-NY-New York CityRemuneration
$200000 - $300000 per annum, Benefits: 30-60% cash + 35-70% equity.Position Type
PermanentEmployment type
Full timeUpdated
05-Nov-2013eFC Ref no
1302553
'
Head of Model Validation for Interest Rates, Credit and Equity Derivatives – New York
This leading US Investment Bank is in search of an outstanding individual to head their world renowned Interest Rates, Credit and Equity Derivatives Model Validation team.
They are looking for a dynamic personality that will enjoy the challenge of exposure to multiple asset classes as well as responsibility of reporting directly to the MD and working side by side with some of the best and most respected quants in the industry.
Responsibilities for the Head of Model Validation role:
-Managing a growing team of their own, consisting of junior to mid-level Analysts.
-Covering Interest Rate products as well as Credit and Equity Derivative products.
-Provide timely intrinsic and extrinsic asset evaluation.
-Candidate will be analyzing and benchmarking current models.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Candidate will be working predominantly with Interest Rates/Credit and Equity Derivative products.
-Working closely with Regulators to ensure correct procedures and process is followed
Requirements for the Head of Model Validation role:
-Previous experience in a Managerial role.
-Extensive previous experience with financial products (Credit/IR/EQ in particular) in a Quantitative role.
-General programming skills essential e.g. C++, VBA, Matlab etc.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD Mathematics/Physics or other related subject.
- Experience with managing and mentoring Junior members of a team.
-Outstanding communication skills
-6-10 years experience in a related field
This leading US Investment Bank is in search of an outstanding individual to head their world renowned Interest Rates, Credit and Equity Derivatives Model Validation team.
They are looking for a dynamic personality that will enjoy the challenge of exposure to multiple asset classes as well as responsibility of reporting directly to the MD and working side by side with some of the best and most respected quants in the industry.
Responsibilities for the Head of Model Validation role:
-Managing a growing team of their own, consisting of junior to mid-level Analysts.
-Covering Interest Rate products as well as Credit and Equity Derivative products.
-Provide timely intrinsic and extrinsic asset evaluation.
-Candidate will be analyzing and benchmarking current models.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Candidate will be working predominantly with Interest Rates/Credit and Equity Derivative products.
-Working closely with Regulators to ensure correct procedures and process is followed
Requirements for the Head of Model Validation role:
-Previous experience in a Managerial role.
-Extensive previous experience with financial products (Credit/IR/EQ in particular) in a Quantitative role.
-General programming skills essential e.g. C++, VBA, Matlab etc.
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD Mathematics/Physics or other related subject.
- Experience with managing and mentoring Junior members of a team.
-Outstanding communication skills
-6-10 years experience in a related field
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