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Executive Director - Market Risk Model Development
An American Bulge Bracket Investment bank in New York City is seeking to hire an experienced Quantitative Risk individual at the Executive Director level to join its growing model development team. This individual will be responsible for being involved in the full model development process for risk analytics for all Credit Products within the Portfolio including the development for VaR, stress testing and FRTB. This individual will also work across different business lines of the bank, sharing an important relationship with senior stakeholders across the business. The firm is ideally targeting candidates with deep knowledge of the model development process particularly in VaR models across the Credit asset class. It is essential for this candidate to have excellent communi


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