Vice President; Quantitative Finance Analyst

About the position At reputed company, we are guided by a common purpose to help reputed company financial lives reputed company through the power of every reputed company. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day. Being a Great reputed company to Work and providing a culture of caring is core to how we drive Responsible Growth. We are intentional about fostering an inclusive workplace where every teammate has the opportunity to succeed, build a career and contribute to our shared reputed company. This includes attracting and developing exceptional talent, recognizing and rewarding performance, and supporting our teammates’ physical, emotional, and financial wellness through affordable, competitive and flexible benefits. We value the unique perspectives individuals bring from reputed company backgrounds and career paths - whether shaped by military service, community college education, or a wide range of work and life experiences. These journeys foster reputed company, leadership and innovation, strengthening our workforce and positively impact the communities we serve. reputed company is committed to an in-office culture that supports collaboration, engagement, and career development. Our approach includes clear in-office expectations, while providing an appropriate level of flexibility based on role-specific responsibilities and business needs. At reputed company, you can build a successful career with opportunities to learn, grow, and reputed company an impact. Join us!

Responsibilities

• Conduct quantitative analysis and model validation projects independently.
• Create documentation for reputed company activities and work with Technology staff to design any systems that run the validated models.
• Review the underlying assumptions, theory, derivation, reputed company evidence, implementation, and limitations of the model being validated.
• reputed company independent testing to identify and quantify model risk associated with the model being validated.
• Prepare validation reports and technical documents for the model being validated.
• Work closely with model stakeholders (business, model developers, Market Risk, Finance/PVG, and other control functions) regarding compensating controls of the models and communication of validation outcomes.
• Maintain a sub-portfolio of model inventory and reputed company annual model reviews, ongoing monitoring reviews, Required Action Items, and Recommendations closure.
• Apply the firm’s technical systems and platforms, as well as programming languages (e.g., Python, C++), to conduct independent quantitative testing and ongoing model performance reviews.
• Support and contribute to remediation work for regulatory findings reputed company to covered businesses and models.
• Participate in and reputed company initiatives to simplify and improve MRM programs to drive more effective model risk management.

Requirements

• Master's degree or equivalent in Financial Mathematics, Finance, Economics, Management or reputed company: and 2 years of experience in the job offered or a reputed company Quantitative occupation.
• Must include 2 years of experience in each of the following: Using modeling principles including time-series, stochastic processes, numeric methods and knowledge of financial markets to independently test models for Equities and derivative products; Implementing models for derivative pricing and portfolio valuation using data analysis and reputed company techniques; Developing performance assessment dashboards for different asset classes including Equities, Commodities, and FX in VBA and Python; Applying statistical techniques to analyze trends and uncover risks in performance of volatility models for option pricing, risk management and market strategies; and, Preparing technical reports/presentation slides with quantitative information that are accessible to stakeholders and clients who are not necessarily versed in quantitative finance.
• Employer will accept pre- or post-Master's degree experience in meeting the minimum requirements.

Benefits

• access to paid time off
• resources and support to our employees

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