VP Model Validation
Apollo Solutions, Charlotte, NC, United States
Are you passionate about challenging complex models and shaping the future of model risk management? We’re looking for an experienced professional to lead independent validation efforts across a diverse portfolio of investment models.
What You’ll Do
Lead independent validation of quantitative models across asset classes (portfolio construction, risk, trading, asset allocation, performance) Provide robust challenge on model assumptions, methodologies, data, and implementation Deliver high-quality validation reports aligned with regulatory and audit expectations Influence and enhance model risk frameworks, policies, and governance practices Partner with cross-functional teams including data scientists, quants, and investment leaders Identify emerging risks and act as a trusted advisor to senior stakeholders Manage and develop a high-performing team of model validation professionals What We’re Looking For
PhD in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Physics, Engineering) 7+ years of experience in model development or validation
(Investment management is a must!) Strong knowledge of financial products (equities, fixed income, FX) Experience in asset management (buy-side or sell-side) Expertise in Python (MATLAB a plus) and modern ML/AI techniques Familiarity with cloud platforms (e.g., AWS) and CI/CD pipelines Proven leadership and stakeholder management skills What’s on Offer
Opportunity to shape enterprise-wide model risk practices Leadership role with strategic impact Collaborative, forward-thinking environment Hybrid working model with flexibility If you’re ready to drive meaningful impact at the intersection of quantitative finance, risk, and innovation — let’s connect.
#J-18808-Ljbffr
Lead independent validation of quantitative models across asset classes (portfolio construction, risk, trading, asset allocation, performance) Provide robust challenge on model assumptions, methodologies, data, and implementation Deliver high-quality validation reports aligned with regulatory and audit expectations Influence and enhance model risk frameworks, policies, and governance practices Partner with cross-functional teams including data scientists, quants, and investment leaders Identify emerging risks and act as a trusted advisor to senior stakeholders Manage and develop a high-performing team of model validation professionals What We’re Looking For
PhD in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Physics, Engineering) 7+ years of experience in model development or validation
(Investment management is a must!) Strong knowledge of financial products (equities, fixed income, FX) Experience in asset management (buy-side or sell-side) Expertise in Python (MATLAB a plus) and modern ML/AI techniques Familiarity with cloud platforms (e.g., AWS) and CI/CD pipelines Proven leadership and stakeholder management skills What’s on Offer
Opportunity to shape enterprise-wide model risk practices Leadership role with strategic impact Collaborative, forward-thinking environment Hybrid working model with flexibility If you’re ready to drive meaningful impact at the intersection of quantitative finance, risk, and innovation — let’s connect.
#J-18808-Ljbffr