CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
My client, a top tier investment bank is looking for a Quantitative Analyst, Model Risk Management contractor to join their team. This team has global responsibility for the independent risk control, review and validation of models. These include derivative pricing models in all product areas (i.e. interest rates, currencies, commodities, equities, credit, and securitized products), as well as models used for counterparty credit risk (CVA/IMM), market risk, operational risk, and capital and liquidity stress tests.
Review, test and independently implement risk, capital and/or stress test models
Produce written model review reports
Conduct on-demand analyses of model performance
Participate in the model control and model risk management processes of the Firm
Must have strong market risk/counterparty credit risk quantitative model experience
Must have relevant experience in a similar quantitative model validation/model review role at an investment bank
Masters or Ph.D. degree (or equivalent) in Finance, Economics, Mathematics, Physics, Engineering, or a related quantitative field
In-depth knowledge of mathematical finance and statistical techniques