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Cross Asset Model Validation - VP/Associate

Date: 19 May 2017
Location: United States, New York
Salary: 130,000 - 175,000$ per Annum
My client, a top US investment bank, is looking to hire a quant analyst to their Capital Markets Modeling team. This is considered an expansion hire and the will be expected to take on major responsibility and interact with other LOBs day one. This is a top performing bank and a well-known quantitative analytics group. 

This role will work on cross-asset modeling with a heavy focus on rates. Therefore the ideal candidate will come from a front office risk or model development background as they are working with some of the bank's most complex models and interfacing with senior stakeholders


Requirements include:
  • Quantitative Degree (PhD preferred)
  • 5+ years relevant experience (model development/validation)
  • Stochastic Calculus Experience
  • Cross Asset Exposure
  • Experience with rate products
  • Programming skills (C++, Python, Matlab)
  • Strong communication skills
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