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Director, Model Validation | Banking | New York

Job Title: Director, Model Validation | Banking | New York
Contract Type: Permanent
Location: New York, USA
Industry:
Salary: Negotiable
Reference: ML59534_1497383123
Contact Name: Mike La Rosa
Contact Email: mike.larosa@twentyrecruitment.com
Job Published: June 13, 2017 20:45

Job Description

The team is responsible for performing independent model validation across the bank's models to ensure they are compliant with their governance policies. The Director will manage validation for all derivative pricing models. They will monitor performance of high-risk models and reporting results that will outline areas of improvement or concern.

Successful candidates will have a minimum of 10+ years of model validation or derivatives pricing experience. An advanced degree in a quantitative discipline is highly preferred. As this is a highly visible role, candidates must possess excellent verbal and written communication skills.

For more information on this search, please contact Mike La Rosa on +1 646 766 1211.