Quantitative Analytics Senior - Capital Markets - Ashton Lane Group, Inc

Quantitative Model Review 
 
Support the capital markets model risk / validation for a leading financial institution
 
Responsibilities:
 

• Perform all tasks related to model validation to evaluate and manage model risks associated with models in the investment and capital markets area.
• Conduct technical validation of the company models, including writing a detailed independent model validation report
• Follow model governance procedures and requirements
• Remediate regulatory findings and address audit feedback
• Work collaboratively with partners to ensure effective management of model risk enterprise wide
• Work collaboratively with model Validators to ensure timely delivery of model review projects
   
  Requirements:
   

• Experience in model development, model validation, quantitative analysis, and/or risk management within financial services
• Strong knowledge of econometric models, tools and techniques
• Deep curiosity to learn about new things with critical thinking, ability to think creatively and connect dots
• Flexible and adaptable, capable of multi-tasking effectively in a highly efficient environment
• Excellent communication skills.
• Advanced degree in economics, finance, mathematics, statistics or related field
   
  For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
   
  Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visitwww.AshtonLaneGroup.com
   
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