Head of Model Review & Governance Job at Selby Jennings, New York, NY

OGpVMkJsV3ZBcEMzZklNaWhRNlFnaTg3
  • Selby Jennings
  • New York, NY

Job Description

A leading multi-strategy hedge fund is hiring a Head of Model Review & Governance to join the team in NYC or Miami.

This hire will join the team and lead the function overseeing all model risk within the firm. This hire will work closely with multiple groups very closely including Trading, Risk Management, Quant Research and Portfolio Research, and Valuations and Pricing. This is more than a standard model risk role it's a hands on senior leader who is directly involved in pricing/derivative pricing, trading model validation, and risk modelling.

Ideally the team want someone coming from a front office quant or strats team background. The front office mindset is essential for this hire to build an effective model risk function that both challenges and collaborates with Portfolio Managers and Quant Research groups.

Key Responsibilities

  • Oversee and coordinate model review activities across asset classes to ensure rigorous and consistent validation of pricing models.
  • Lead Model Validation groups and quant risk/research teams working on cross-asset projects
  • Maintain comprehensive documentation of model testing, ensuring compliance with internal governance standards.
  • Manage the inventory of pricing and risk models
  • Act as a subject matter expert on pricing models and governance, providing guidance to internal stakeholders.
  • Continuously enhance the model governance framework

Preferred Qualifications

  • Masters/PhD in a quantitative field
  • 10+ years of experience in pricing model development, model validation, or risk management.
  • Deep understanding of derivatives products and associated risks
  • Experience in derivative pricing model development and/or validation.
  • Strong coding skills in Python, including building tools for model validation and testing.
  • Proven track record of leading a risk modelling or pricing strats team.
  • Highly detail-oriented with strong ownership mindset.
  • Excellent interpersonal and communication skills, capable of presenting complex concepts to technical and non-technical audiences.

Job Tags

Similar Jobs

Fenagh Engineering and Testing

Dispatcher Job at Fenagh Engineering and Testing

 ...engineering, and other materials testing services for a wide array of private and public sector clients. We are looking to hire a Dispatcher to work in our Natick office. Responsibilities Communicating with project team and inspectors to create synergy.... 

Henner Tank Lines, Inc.

CDL Class A Tanker Driver Job at Henner Tank Lines, Inc.

 ...a leading contract carrier, is currently seeking local Class-A drivers to join our team. As an employee-owned and locally operated company...  ...years of verifiable Class-A driving experience. A current tanker endorsement. A current haz-mat endorsement. Doubles /... 

Aramark

Coffee Shop Manager Job at Aramark

 ...Job Description Aramark Healthcare+ is seeking candidates for a Coffee Shop Manager position to oversee specialty coffee dining and assist with other retail operations at Chestnut Hill Hospital, located in Philadelphia, PA. This is a management position, responsible... 

Fourth Floor

Bedding Designer Job at Fourth Floor

 ...client, a home manufacturing company, is seeking a talented Bedding Designer to join their creative team. This role is perfect for someone...  ...with Sourcing and Merchandising to ensure alignment with brand and customer design direction Stay current with trends through... 

NR Consulting

Supply Chain Manager Job at NR Consulting

 ...Supply Chain Manager Aerospace (Direct Hire) Location: North Hollywood, CA (Relocation Available) Role Summary Lead the Supply Chain function for the North Hollywood site. Responsible for end-to-end supply chain operations including procurement, planning, inventory...