Rates Derivative Pricing Model Validation - Associate
Selby Jennings QRF
February 11, 2018
New York, New York
My client, a Global Investment bank is looking to expand their model risk group focused on rates derivative pricing models in the US. The team covers all aspects of the model risk function including validation, control, governance, and output. This team interacts with front office trading desk and other areas of the business. This is a key hire as you will manage large projects and will set you up to lead a team in the future.
The ideal candidate will come from a strong quantitative background with experience either as a front office quant or in model risk specifically focused on rates and pricing models. This team has some of the strong quants in the industry in their group so they are looking for the best of the best for this role.
Ph.D. (preferred) or Masters in Math, Physics, or Engineering, or a relevant quantitative discipline
Expertise in rates and derivative modeling
Must have good product knowledge in a relevant asset class
2+ years in Model Development, Model Validation or Trading
Must have strong communication skills and the ability to interface as this is a high visibility role