A Top International Investment Bank is currently hiring talented Model Validators at both the VP and Associate levels for their office in the New York area! This team works closely with the Head of the Group in an extremely collaborative environment and a hands-on function.
This hire will be responsible for validating models across securitized products models, interest rates models, PPNR models, insurance models, etc. Additionally, the hire will work with the front office and cross-functionally with different business lines to manage model risk for the firm.
The firm is ideally looking for candidates with prior model validation or development experience from a hands-on perspective, strong coding skills in R and/or Python, and the ability to work on a collaborative team effectively and efficiently.
- Hands on model validation across securitized products models, mortgage loan models, VaR models, interest rate models, PPNR models, and insurance models
- Covering overall model risk management for the firm
- Working with the front office and cross-functionally with other business lines to manage model risk
- Prior modeling experience from a hands-on perspective in either a validation or development function
- Proficiency in Python or R
- Background in statistics, mathematics, etc.
- Ability to work well in a collaborative environment and team