A top-tier bank is looking for a Vice President to join its Model Validation function. This is a newly created role which provides an exciting opportunity to pave your own career path in a prestigious company.
Location: New York, New York or Boston, Massachusetts
Join its Model Risk Management team
Daily exposure to pricing models, interest rate models, fixed income models
Reports to Head of Market Risk Quant, but also opportunity to be an individual contributor
At least 4 years of experience, not more than 10 years
MS in a quantitative field, PhDs preferred
In return they are offering:
Opportunity to directly contribute to the company's risk governance efforts
Flexibility in location – posts available in New York, New Jersey, Massachusetts
Full sponsorship and relocation package
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.