VP - XVA Model Risk

1 month ago


Manhattan, United States Selby Jennings Full time

A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering XVA and Counterparty Risk Models

This individual will be responsible for performing model validation duties across a range of XVA models including pricing and risk models across a broad range of asset classes. This individual will be exposed to Equities, Rates, FX, Commodities, and OTC derivatives.

The ideal hire will have 5+ years working in a XVA/Counterparty Risk model validation function, with exposure to a range of traded asset classes. The ideal candidate will have hands on experience in Python, C++, R, or SQL and a higher level degree in a Mathematical function.

Responsibilities:

  • Research and test XVA, derivatives pricing and Counterparty Risk models across a range of asset classes
  • Perform ad-hoc model analysis as required
  • Work closely with XVA Traders and front office quant development team to mitigate issues in pricing and risk models
  • Design new benchmark models to monitor performance

Qualifications:

  • 5+ years in a Quantitative risk function, market risk, model validation, risk analytics, quant modelling
  • Exposure to Derivatives Pricing, XVA, and Counterparty Risk Models
  • Working knowledge of a range of asset classes (Equities, Rates, FX, Fixed Income, Commodities, OTC Derivatives)
  • Masters or Phd degree
  • Working Ability in Python, C++, R, or SQL


  • Manhattan, United States Selby Jennings Full time

    A top tier Investment Bank is hiring an Associate to cover Counterparty Credit Risk in New York. This individual will optimize CVA and other XVA measurement across several trade desks, set and enforce risk limits, and integrate CVA into the market and counterparty risk frameworks. This position will work closely with traders and trading heads, product...


  • Manhattan, United States Selby Jennings Full time

    A leading American Investment Bank in NYC is looking to bring on a Chief Market Risk Officer, reporting to the CRO, to build out the risk framework and capabilities for their Capital Markets business. This hire will be responsible for the organization and coordination of all risk activities and initiatives for the US, and directly support the CRO. This...


  • Manhattan, United States Selby Jennings Full time

    A leading Investment Bank in NYC is looking to bring on a Director level candidate to support the broader Market Risk function in a governance capacity. This hire will be responsible for the organization and coordination of all risk activities and initiatives for the US, and directly support the US CRO. This person will have significant visibility to the...


  • Manhattan, United States Selby Jennings Full time

    A leading Investment Bank, who has significantly grown their Interest Rate Risk team over the last 12 months is looking to hire a VP level candidate on their IRRBB Management team to oversee Interest Rate Risk arising within their US Legal Entities. This individual will sit in the greater Corporate Treasury function and provide Interest Rate Risk Oversight...


  • Manhattan, United States Selby Jennings Full time

    Job Description: Private Credit Associate / VP Location: New York, NYTeam Size: Lean team of 4-5 investment professionalsAUM: Multi-billion dollar portfolio About the Role: Our client, a multi-billion dollar investment platform, is seeking an Associate or VP to join its lean, high-performing private credit team. The team manages investments across the...


  • Manhattan, United States Selby Jennings Full time

    Job Title: Quantitative Researcher (VP) - Execution Algorithms (Equities) and Electronic Trading Location: New York Department: Equities & Futures Quantitative Research Job Type: Vice President (VP) About: An opportunity within a Tier 1 US Investment bank to join a global team specializing in all aspects of quantitative research for Equities, Futures,...


  • Manhattan, United States Selby Jennings Full time

    VP IT Audit, Regulatory Capital Location: NYC Compensation: 160-200k base I am currently working with an American Investment Bank is looking to bring on a VP/Audit Manager to their IT Audit team. Ideal candidates have 8+ years of experience in IT/internal audit and have strong regulatory capital experience, ideally with CCAR and Basel III regulations or RWA...


  • Manhattan, United States Selby Jennings Full time

    A leading Investment Bank in NYC is looking to bring on a VP of Liquidity Reporting to their greater Treasury/Liquidity Risk function to support the production and execution of the Liquidity Regulatory Reporting process for FR2052a. This hire will be responsible for the production and regulatory submission of FR2052a, as well as LCR and NSFR reports. The...


  • Manhattan, United States Selby Jennings Full time

    Role: Credit eTrading Quantitative Researcher (VP) Firm: Tier 1 US Investment Bank Compensation: $350K-$400K total compensation Location: New York Role Overview A leading Tier 1 US Investment Bank is seeking to expand its Global Credit E-Trading business, a premier provider of market-making services in bonds, credit derivatives, and structured financial...


  • Manhattan, United States Selby Jennings Full time

    Responsibilities: Advise top-tier financial institutions on cutting-edge credit risk management topics Conduct comprehensive credit regulatory assessments Execute credit risk strategies to tackle market challenges head-on Oversee multiple high-impact projects and maintain client relationships Perform credit underwriting and cash flow modeling Preferred...

  • Risk Analyst

    2 weeks ago


    Manhattan, United States Selby Jennings Full time

    A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Volatility business in NYC. This is a specialized role, working exclusively to cover multiple volatility strategies (Vol Arbitrage, Macro Vol, Rates + FX Vol, Options Market Making, Dispersion, etc.) and contributing to a culture that enhances smart risk-taking across the business. Broad...


  • Manhattan, United States Selby Jennings Full time

    This client is an independent investment bank located in New York City and is looking to expand their healthcare group at the VP level. This firm is renowned for providing high-touch, high quality advisory services in M&A and capital raises. This client is seeking a highly motivated and talented Investment Banking VP to join their dynamic team. The ideal...


  • Manhattan, United States New York City Department of Education Full time $147,283 - $225,000

    Position Type: Administrative and Central Office Office Title/Functional Title: Pension Risk and Innovation Director, BERS - 24606 Civil Service Title: Administrative Retirement Benefits Specialist Level: ...


  • Manhattan, United States New York City Department of Education Full time $147,283 - $225,000

    Position Type: Administrative and Central Office Office Title/Functional Title: Pension Risk and Innovation Director, BERS - 24606 Civil Service Title: Administrative Retirement Benefits Specialist Level: ...


  • Manhattan, United States Selby Jennings Full time

    Key Responsibilities: Manage Distressed Loans: Oversee a portfolio of distressed corporate loans (including wholesale and project finance) both domestically and internationally. These may involve complex situations such as syndicated loans, multiple creditors, or various levels of the capital structure. Credit Analysis & Monitoring: Regularly analyze...


  • Manhattan, United States Selby Jennings Full time

    A multi-strat fund in NY is seeking a quant researcher for their centralized portfolio research team. They have been the fasting growing hedge fund over the last 5 years and are fully innovating how they manage risk at the portfolio and fund levels. As a result of this growth, they have built up a new Portfolio Research team. They are hands-on quantitative...


  • Manhattan, United States Selby Jennings Full time

    Our client is a leading global investment bank with a strong presence in capital markets, mergers and acquisitions, financial restructuring, and valuation. Their Leveraged Finance team specializes in providing bespoke financing solutions to a diverse range of clients, including large multinational corporations, private equity firms, and privately held...


  • Manhattan, United States Selby Jennings Full time

    Fintech Startup | Senior Quantitative Developer Selby Jennings is partnered with an up-and-coming prime brokerage startup, one of the only offerings to service both traditional and digital assets. The firm is on a mission to become the leading global credit network for institutional investors. Currently, they are looking for a Senior Quantitative...

  • AML Data Scientist

    2 weeks ago


    Manhattan, United States Selby Jennings Full time

    I am working with a consulting firm looking for a Data Scientist to design, implement, and evaluate fraud detection models, ensuring their effectiveness in identifying anti-money laundering activities and financial crimes. The role involves leveraging advanced machine learning, predictive analytics, and AI techniques to analyze high-dimensional data and...


  • Manhattan, United States Selby Jennings Full time

    I am partnering with a global $4bn AUM Hedge Fund that has delivered exceptional returns in 2024. Building on this success, and driven by market optimism surrounding the election and rate cuts, the firm is aggressively expanding its prime/financing function to prepare for increased flow in the coming year. As a result, the Group Head of the team-a seasoned...