We are partnering with a global investment bank who is seeking a VP, Derivative Products Risk Specialist.
As part of a team of model risk management professionals, this role will be responsible for various aspects of risk analysis and oversight for the firm's Capital Markets business with an emphasis on model risk including market, credit, and liquidity risk issues. The VP will be responsible for conducting independent model validation of CM models as well as developing model governance infrastructure.
Successful candidates will have a Masters degree in a finance or related subject, as well as five or more years of experience in a derivative risk management or related position, preferably within the capital markets space. Knowledge of derivatives and their key risks a must as is familiarity with risk management frameworks such as CVA, DVA, FVA, and etc. As this is a highly visible and critical role within the organization, candidates must have high attention to detail and be able to liase with key stakeholders within the business.
Please contact Lauren Bowden for more information on 646 766 1230.