ALM Risk Model Validation Associate/VP (REMOTE) | New Rochelle, NY, USA | Remote

Selby Jennings

Anywhere

A leading international financial institution is expanding its team and seeking a Risk Model Validation Specialist with a strong quantitative background to join the Market & Liquidity Model Validation Team within the Model Risk & Validation Group. This team is responsible for the independent validation of all derivative pricing, e-trading, market risk, liquidity risk, and xVA/CCR models.

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