Quantitative Analytics Senior - Capital Markets

Job Description Job Description Quantitative Model Review

Support the capital markets model risk / validation for a leading financial institution

Responsibilities:

• Perform all tasks related to model validation to evaluate and manage model risks associated with models in the investment and capital markets area.

• Conduct technical validation of the company models, including writing a detailed independent model validation report

• Follow model governance procedures and requirements

• Remediate regulatory findings and address audit feedback

• Work collaboratively with partners to ensure effective management of model risk enterprise wide

• Work collaboratively with model Validators to ensure timely delivery of model review projects

Requirements:

• Experience in model development, model validation, quantitative analysis, and/or risk management within financial services

• Strong knowledge of econometric models, tools and techniques

• Deep curiosity to learn about new things with critical thinking, ability to think creatively and connect dots

• Flexible and adaptable, capable of multi-tasking effectively in a highly efficient environment

• Excellent communication skills.

• Advanced degree in economics, finance, mathematics, statistics or related field

For immediate consideration, please forward resume and contact details to:

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit

Ashton Lane Group "A trusted advisor throughout your career"