My Client, a Tier 1 investment bank is looking to hire multiple senior level model developers with experience in VaR and pricing models. This is the bank’s top performing quantitative analytics team. This group’s performances exceeded expectations in 2015 and led to huge growth plans for the group this year. This group is headed up by one of the most well-respected managers in the risk modeling space.
This role will work on VaR and cross asset models and is primarily responsible for assessing and helping mitigate the risk across all business lines. Therefore the ideal candidate will come from a top tier bank with hands on model development experience for VaR models as this group works with the some of the bank’s most complex models.
Ph.D in a quantitative discipline
5+ years experience in risk modeling
Expert with VaR and pricing models
Knowledge of derivative modeling
Strong communication skills
Experience with securitized or structured products