Model Validation Director- Market Risk/Liquidity Risk/Quantitative Research

• Master s or Ph.D. in Quantitative Finance, Mathematics, Economics, Financial Engineering, or other quantitative fields.
• 3-5 years of experience in financial risk model validation, risk analytics, or quantitative modeling.
• Strong expertise in valuation models (curve building, term structure models, option pricing, credit models).
• Experience with risk management models (Greeks, VaR, back testing, stress testing).
• Deep understanding of model risk management frameworks, particularly SR 11-7 guidelines.
• Knowledge of the financial market and products.
• Experience in model validation and or model development.
• Familiarity with regulatory requirements on Model Risk Management (SR 11-7 and CCAS rules).
• Experience working with Model Performance Monitoring (MPM) plans and metrics.
• Familiarity with banking, financial institutions, capital markets, and financial instruments.
• Proficiency in programming languages such as Python, R, SQL, MATLAB, C/C++, SAS, or VBA for model validation.
• Strong quantitative and mathematical skills, including probability theory, stochastic processes, PDEs, time-series modeling, and Monte Carlo simulations.
• SEC Covered Clearing Agency Standards.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.

• Master s or Ph.D. in Quantitative Finance, Mathematics, Economics, Financial Engineering, or other quantitative fields.
• 3-5 years of experience in financial risk model validation, risk analytics, or quantitative modeling.
• Strong expertise in valuation models (curve building, term structure models, option pricing, credit models).
• Experience with risk management models (Greeks, VaR, back testing, stress testing).
• Deep understanding of model risk management frameworks, particularly SR 11-7 guidelines.
• Knowledge of the financial market and products.
• Experience in model validation and or model development.
• Familiarity with regulatory requirements on Model Risk Management (SR 11-7 and CCAS rules).
• Experience working with Model Performance Monitoring (MPM) plans and metrics.
• Familiarity with banking, financial institutions, capital markets, and financial instruments.
• Proficiency in programming languages such as Python, R, SQL, MATLAB, C/C++, SAS, or VBA for model validation.
• Strong quantitative and mathematical skills, including probability theory, stochastic processes, PDEs, time-series modeling, and Monte Carlo simulations.
• SEC Covered Clearing Agency Standards.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.