A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering models for Investment Management.
This individual will be responsible for performing model validation duties across a range of Investment Management models including pricing and risk models, Portfolio Construction Models, and Asset Allocation models, across a broad range of asset classes. This individual will be be business facing, and have direct exposure to working closely with Portfolio Managers.
The ideal hire will have 5+ years working in an Investment Risk or 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:
Qualifications:
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