Role OverviewThis job is responsible for leading a team to develop or validate quantitative analytics and models for specific business units or risk types. The role involves supporting business units and acting as a subject matter expert on specified quantitative modeling techniques, as well as serving as the first or second line of defense overseeing model performance, model risk, and model governance on critical model portfolios.
What You Will Do
Responsibilities include leading a quantitative team, setting priorities related to quantitative modeling, identifying continuous improvements, maintaining and providing oversight of model development and model risk management, and leading and providing methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects.
Why It Might Be a Fit
The ideal candidate will have a solid understanding of derivative products, knowledge of counterparty risk measurement techniques, excellent communication skills, and be a self-starter who excels in a fast-paced environment.
Requirements
- Solid understanding of derivative products with broad knowledge across asset classes (FX, rates, equity, commodities and credit)
- Knowledge of counterparty risk measurement techniques on derivatives and financing transactions
- Excellent communication skills both written and verbal
- Self-starter who excels in a fast-paced environment
- Strong computer skills
Benefits
- Industry-leading benefits
- Paid time off
- Resources and support
- Annual discretionary award based on overall individual performance results and behaviors
- Discretionary incentive eligible
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