ALM/Liquidity Risk Model Validation VP

1 month ago


New York, United States Selby Jennings Full time

An industry leading international investment bank is currently looking at hire a VP to their Market Risk Model Validation team. The banks core businesses are commercial lending, IB, sales and trading, and broker dealer and are actively looking to gain market share in the United States.

The Market Risk and Model Validation team are responsible for end to end validations, This team is responsible for conducting end to end validations and reviews of Liquidity/ALM models.

Responsibilities:

  • Using validation methodology to decode issues and communicate findings to senior management and stakeholders
  • Working with senior management and regulators to alter and ensure models are conceptually sound and aligned with regulations
  • Communicante quantitative concepts to non quantitative audience

Qualifications :

  • Master`s Degree or PhD in Finance, Mathematics, Physics, Engineering, Computer Science or related quantitative field with a minimum 5 years of work experience in model development, model validation, quantitative research, risk management
  • Exposure to Derivative pricing, Interest Rate, PPNR, Basel Models.
  • Strong communication, quantitative, and leadership skills
  • Proficient in programming, specifically Python



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