The team is responsible for performing independent model validation of traded products, including OTC derivatives, across several legal entities of the firm. The Director will manage a team that is responsible for assessing the conceptual sounded of models to ensure they are compliance with their model governance framework. 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 7+ years of model validation, derivatives pricing or quantitative market risk experience. An advanced degree in a quantitative discipline is required with a PhD highly preferred. As this is a highly visible role, candidates must possess excellent verbal and written communication skills.
For more information on this search, please contact Lauren Bowden.