7 Model Validation – Fixed income derivatives Jobs in New York, NY
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Model Validation – Fixed income derivatives
$95k-120k (estimate)
Full Time
2 Months Ago
Intermedia Group Inc is Hiring a Model Validation – Fixed income derivatives Near New York, NY
Intermedia Group is currently seeking the following Consultant:
TITLE: Model Validation – Fixed Income Derivatives
LOCATION: Midtown Manhattan (ZIP – 10020)
TYPE: Contract
JOB SUMMARY:
If you are interested in pursuing this opportunity, please respond back and include the following:
• Full MS WORD Resume
• Current and required compensation
• Current contact information
• Availability
Upon receipt, one of our managers will contact you to discuss the position in full detail.
Jason DenmarkINTERMEDIA GROUP, INC.Email: jdenmark@intermediagroup.com LINKEDIN: https://www.linkedin.com/in/jasondenmark/
TITLE: Model Validation – Fixed Income Derivatives
LOCATION: Midtown Manhattan (ZIP – 10020)
TYPE: Contract
JOB SUMMARY:
- This contractor position within the American Model Risk Management (AMRM) supports best-practice model risk activities consistent with the Model Governance Program.
- The models include those used within the various Business Units for supporting global market and trading, pricing, risk management, OTC derivatives, and FX.
- Model validation and performance monitoring of fixed income derivative valuation models.
- Assessing the conceptual soundness, evaluating model assumptions and data integrity, testing model numerical, statistical, and/or computational accuracy, performing outcomes analysis, and reviewing model governance and control process.
- Verify model performance, i.e. correct implementation, limiting behaving, and response to stress/extreme input condition-stress testing.
- Support relationship with regulators and internal audit.
- Advanced degree in mathematics, finance, computer science, statistics, operational research, economics, or other quantitative fields.
- 3 to 5 years of experience within the financial services industry.
- Knowledge of derivative pricing theory, Monte Carlo simulation and numerical method.
- Experiences in model development or model validation in one or more of the following areas: interest rate derivatives, FX derivatives, credit derivatives and VaR models.
- Working knowledge in at least one of the following programming languages: MATLAB, C, R and Visual Basic.
- Knowledgeable of model risk management and associated regulatory requirements such as OCC SR 11-7 and Basel, Volker rule, FRTB a plus
- Excellent verbal and written communication skills.
- Experience in CCAR, RiskMetrics, Calypso, Murex, PolyPaths and Bloomberg is a plus.
If you are interested in pursuing this opportunity, please respond back and include the following:
• Full MS WORD Resume
• Current and required compensation
• Current contact information
• Availability
Upon receipt, one of our managers will contact you to discuss the position in full detail.
Jason DenmarkINTERMEDIA GROUP, INC.Email: jdenmark@intermediagroup.com LINKEDIN: https://www.linkedin.com/in/jasondenmark/
Job Summary
JOB TYPE
Full Time
SALARY
$95k-120k (estimate)
POST DATE
04/17/2024
EXPIRATION DATE
06/15/2024
HEADQUARTERS
FRAMINGHAM, MA
SIZE
3,000 - 7,500
FOUNDED
2008
CEO
KEN BERK
REVENUE
$500M - $1B
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