AVP - Equities Quant for a Top tier US Investment Bank
My Client, is looking to hire for an AVP level model risk quant in equities. This role will provide a great platform for career development working for one of the leading US investment banks
- Manage model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
- Manage stakeholder interaction with model developers and business owners during the model lifecycle.
- Provide effective challenge to model assumptions, mathematical formulation, and implementation
- Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
- Contribute to strategic, cross-functional initiatives within the model risk organisation.
- Degree from a quantitative field - Ideally PHD or MSC
- Experience in quantitative risk management or front office Quant role
- strong derivative pricing skills working with C++/python
- Knowledge of Stochastic Simulations & Monte Carlo Methods