Senior Model Validation Analyst

Risk Modeling- Model Validation- ALM- Quantitative- Interest Rates- FX- Matlab- R- SQL- FRM- CFA- Stamford I am currently recruiting a Senior Model Validation Analyst for one of the largest and most prestigious capital management firms in the world. This is an amazing opportunity to be given the lead in a project to make a significant impact on a global business practice. You will be responsible for the support and execution of the Treasury model validation process by ensuring the ongoing implementation of model validation best practices. The objective of the validation process is to provide reasonable assurance that the qualifying models used in risk reporting and management are working as intended, and to provide recommendations for ongoing model improvement to enhance model effectiveness and efficiency. Requirements: * Graduate degree in Quantitative or Risk-related field (Accounting, Finance, Economics, Math/Stat, Engineering/Technical) * Demonstrated understanding of portfolio risk theory including risk aggregation and disaggregation * Strong understanding of options theory, asset-liability management, financial mathematics and applied statistics * Excellent computer programming skills using financial engineering and statistical toolboxes to develop risk model prototypes, preferably in Matlab or R * Familiarity with asset-liability management software (Bancware, QRM), and related modeling techniques * Experience with trading, data, and market systems such as Bloomberg, Reuters. * 5+ years' experience with constructing models for valuation and risk management of vanilla IR and FX products such as swaps, bonds, etc. * Demonstrated understanding of the deployment of quantitative models for ALM, Curve Construction * Strong knowledge of commercial finance * Strong team player; ability to interact with cross-functional teams * Self-starter, ability to work independently in a fast-paced environment juggling multiple priorities and quickly delivering solid action-oriented results * Strong communication and interpersonal skills * Experience in management of, or results driven contribution to, cross-functional teams (Risk, Finance, IT, Operations) * FRM and CFA a plus; CAS, FMP or RMP Graduate. Risk Modeling- Model Validation- ALM- Quantitative- Interest Rates- FX- Matlab- R- SQL- FRM- CFA- Stamford

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