AVP Quantitative Analyst Model Validation

  • Competitive Base & Bonus
  • Washington, DC, États-Unis
  • CDI, Plein-temps
  • Ashton Lane Group
  • 15 déc. 17 2017-12-15

Supporting the Quantitative model validation for a large financial institution

Responsibilities:

  • Assist in the methodologies and processes used by modeling teams to develop and manage their models, and identifying potential risk and the associated materiality of the risk
  • Validation of capital markets and stress testing models such as derivatives valuation, term structure models, economic capital, investment valuation and OTTI
  • Working closely with business leaders to influence business strategy whilst developing  technical and analytical skills
  • Contribute to model validation projects and support the benchmarking of model methodologies and performance by specifying and managing the development of alternative models
  • Provide constructive and actionable solutions to model issues identified
  • Research industry practices related to model methodologies
  • Document validation processes and results
  • Communicate validation results to management, model owners, regulators, and auditors
  • Develop project plans, setting and managing expectations, and delivering results through self and/or others 

Requirements:

  • 2-5 years Fixed Income or Econometrics experience within financial services
  • Exposure with validation of capital markets and stress testing models
  • Experience with derivatives valuation, term structure models, economic capital, investment valuation and OTTI.
  • Fixed Income analysis experience
  • Strong communication skills
  • Master’s degree in a quantitative discipline (e.g., statistics, physics, math)

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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