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                <title>Latest jobs: Senior  Quant Jobs in Boston, United States | QuantFinanceJobs.com</title>  
                <link>http://www.quantfinancejobs.com/jobs/</link>  
                <description>Latest jobs: Senior  Quant Jobs in Boston, United States ()</description>  
      
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            <title>Model Risk &amp; Performance Testing  - Boston, United States, Chicago, United States, Houston, United States, Los Angeles, United States</title>  
            <link>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14044</link>  
            <author>jobs@quantfinancejobs.com (Jobs | QuantFinanceJobs.com)</author>  
            <pubDate>Wed, 17 Apr 2013 16:44:19 GMT</pubDate>  
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TITLE – LOCATION

Model Risk & Performance Testing – Senior Vice President/SVP level  – Model Validation Team – Top-Tier Bank – Los Angeles, USA   -  ref: 20130412 
SALARY RANGE OR SPECIFIED NUMBER + BONUS 

$120-130k base (DOE) + very competitive bonus structure  

JOB DESCRIPTION 
We are working with a leading bank that is growing out its model validation team. This team is involved in supporting the development of the latest modeling methodologies to comply with the new regulatory framework of the bank. The SVP will be managing a group of 5-6 quants who will be responsible for model risk and performance testing. The manager will be hands-on in model stress testing, and assessing & documenting model risk, breaks in performance and control. 
Because it is in its nascent stage, the SVP will be able to enjoy the opportunity to mold and provide vision for the embryonic group. This position plays a vital part of how models are used by the firm, thus you will be exposed to a wide variety and array of models (1000+!).  
Location: Los Angeles,  USA  
Requirements: 
•	PhD in a quant discipline REQUIRED
•	Minimum 3+  years industry experience in model validation or model risk; model development experience a plus
•	Minimum 2+ years managerial experience (especially managing quants)
•	Working experience with derivatives pricing models, market risk, VaR, etc 
•	Strong quantitative skills
•	Excellent communication skills
•	Proficiency with C++, Python, VBA, Matlab a plus
In Return:
•	A huge opportunity to attain progression within a leading quantitative team
•	Very analytical and quantitative exposure
•	Career advancement and competitive compensation structure

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: quantitative risk, risk models, model validation, derivative pricing model, market risk, VaR, model performance testing, model risk, stress testing, model usage, metrics, model benchmarking, revalidation, C++, Python, VBA, Matlab, Los Angeles 
APPLY | risk@gqrgm.com
VISIT US | www.g-q-r.com/vacancies 


Search Consultant: James Friend

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

NEW YORK | 1.212.763.8333 
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

LONDON | 020.3207.9090 
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

HONG KONG | 852.3678.6738 
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com  
GQR Global Quant,  GQR Global Trading,  GQR Global Markets


We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East. 
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.


 			










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