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Experienced Credit Model Validation - New York
Largest Global custodial bank + Investment Management Firm
Circa $150,000 base + bonus + benefits
Our client is looking to fill a senior modelling role within their quantitative team. The group are involved in both the creation of new derivative pricing models for the trading desks and the validation of models created by the front office quants. The role will focus on credit, so a good understanding of this asset class is a must. The position will report directly to the Directors of Model Validation team.
The successful candidate will be joining an extremely strong team, made up of individuals with exceptional educational backgrounds as well as outstanding mathematical modelling and programming skills. The role will include a large amount of interaction with the front office, structurers and traders with the focus being on C++ programming.
The ideal candidate will have the following criteria:
-A PhD/Masters or equivalent in a quantitative subject – Finance (IDEAL) or Mathematics, Stats, Physics, Engineering.
-Ideally 4 - 7 years of industry experience Preferable to have a experience in a similar role.
-The experience should be predominantly in credit, but can be in other asset classes.
-Knowledge and experience in C++ is essential.
This is a great opportunity to join an outstanding team with the chance for exceptional career progression.
Please apply directly by email
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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