Barr Associates
Our US investment bank client is looking for a strong quantitative risk person to join its Model Validation Group within Model Risk Management. The candidate will play a pivotal role in developing and maintaining effective model risk management framework across the firm which has received heightened focus from senior level officers in the bank and regulators. A highly motivated individual is needed to review and validate cutting edge derivatives pricing models used by both front office and capital planning. A Ph.D. or Masters degree is required.
more job openingsThe model control function team oversees the model inventory and end-user computing (EUC) tools for all FRM models globally. The team also handles tracking and reporting progress on model and EUC specific issues identified by
Our prestigious bank client is seeking a person working in a rating advisory team or currently working at a rating agency. The ideal candidate will have worked on both leveraged finance and investment grade transactions. You
Our leading US investment bank client is seeking a seasoned VP with leveraged finance credit risk expertise. The key to the job is working on complex, highly leveraged deals working in tandem with investment bankers to help s
Our prestigious international banking client is looking for a seasoned veteran with substantial private wealth/high net worth experience. Having a background in security backed lending, credit risk, Originations or portfolio