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Tier-1 brand, mid-level experience, metro location, and generalist quant skillset raise applicant density.
Requires specialized financial modelling and asset-class expertise, limiting cross-industry transferability.
Explicit 4–7 years, domain-specific model validation and programming requirements make shortlisting highly selective.
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Perform independent validation and testing of financial models developed by the Aladdin Financial Engineering group, focusing on model theory, assumptions, limitations and implementation.
Design and execute tailored independent model testing and evaluate adequacy of testing by model owners, ensuring model appropriateness for its specific use cases.
Document validation findings in detailed reports and communicate results effectively to team members and stakeholders.
Advanced degree (BS or MS) in a quantitative discipline with strong Mathematics, Statistics and Analytical skills.
4-7 years of experience in quantitative model development or validation, preferably with derivatives analytics, structured products, portfolio risk factor models, private/alternative asset modeling or liquidity modeling.
Proficiency in one or more programming languages such as Python, R, C++, Java, SQL, Hadoop or advanced Excel/VBA.
Fluent in spoken and written English.
Experience working in a model validation or risk management function within financial services, particularly with exposure to Aladdin platform models or similar.
Strong technical and quantitative skillset with the ability to challenge complex model methodologies and implementations.
Comfortable communicating complex technical concepts clearly to a diverse set of stakeholders including model owners and governance teams.