Masters degree in Mathematics, Quantitative Finance, or Financial Engineering and four years of experience in the position offered or as Senior Quantitative Finance Analyst.br br All required experience must have included performing model validation or model risk audits of pricing models equity and equity derivatives, and credit derivatives, initial margin models SIMM models, market risk models time series and VaR models, credit risk models, and corporatetreasury models; applying knowledge of SR 117 Supervisory Guidance on Model Risk Management to assess and enhance the designing and executing model risk controls to be in accordance with the firms model risk policy and provide supervisory guidance, including assessing model development and validation processes, monitoring risk appetitelimit, trackingassessing upcomingpast due required actionsongoing monitoringannual model reviews; managing senior stakeholders; and using ExcelVBA and Python scripts to automate model risk control monitoring and reporting.br br This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from another U.S. location.br br Travel 5 of the time, both domestic and international travels.
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