HRG is looking for a Quantitative Analyst for a major Investment Bank's Model Validation group. Principal activities will include review of models across the entire product line,
including models for FX, Equities, commodities and Fixed Income products. The focus will be on the evaluation of all models and the risk exposures computed from the models. Activities would include meetings with professionals in the Analytic Modeling groups, and participation in the review of accounting issues related to the validation of
complex models.
Requirements:
• 5 years minimum experience with model validation
• In-depth knowledge of mathematical finance, derivative valuation models, numerical techniques, and fixed income products.
• Ability to program and review valuation models for complex derivatives, and
• Experience developing models at a major financial institution.
• Ph.D. in finance, economics, mathematics, mathematical finance, or related field. The Ph.D. requirement could be relaxed for a candidate with a Masters degree and significant experience developing valuation models with a major financial institution.

Competitive compensation. Must be based and eligible to work in the U.S>

Email MS Word attached resume to: resumeDF@hrg.net
Reference DF24-PHD, Model Validation on subject line

To apply: Email MS Word attached resume to: resumeDF@hrg.net
Reference DF24-PHD, Model Validation on subject line

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