My client, a top US investment bank, is looking to hire a risk modeling expert with experience in derivative and interest rate modeling. This is considered an expansion hire and the will be expected to take on major responsibility and interact with other
This role will work on market risk models and the primary focus will be on rate and exotic derivatives. 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.
Quantitative Degree (PhD preferred)
5+ years relevant experience (model development/validation)