
Lead Model Validation Director, Derivatives
BMO, New York, NY, United States
A leading financial institution in New York seeks a highly skilled professional for model validation. The role includes developing validation strategies, conducting independent model tests, and mentoring junior quants. Candidates should have a PhD or Master’s in quantitative fields and extensive experience in equity derivatives validation. Strong programming skills in C++ and Python are required, along with deep knowledge of stochastic calculus. Competitive salary package includes health insurance, tuition reimbursement, and retirement plans.
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