For Recruiters

VP Quantitative Model Development - Dallas

Selby Jennings Buyside
Dallas, United States
Posted 39 minutes ago Hybrid Permanent Negotiable
A continuously growing financial services firm located in Dallas is growing out their modeling team and are looking for strong candidates with hands-on experience in model development and expertise in Fixed Income!

A continuously growing financial services firm located in Dallas is growing out their modeling team and looking for strong candidates with hands-on experience in model development with expertise in Fixed Income!

This hire will report directly up to the National Head of the Group, helping to grow the most technical team across the firm. This role will sit on the trade floor and be responsible for the development, validation, and maintenance of models across derivatives, structured debt, and consumer lending products for the firm's $300 billion balance sheet and derivatives portfolio.

The position offers broad exposure across products and asset classes, and the chance to be an integral part of a growing team.

The firm is ideally looking for candidates with at least 3+ years of experience in modeling with a solid understanding of Fixed Income, and proficiency in Python, SQL, or VBA.

Responsibilities:

  • Development, validation, and maintenance of models across derivatives, structured debt, and consumer lending products
  • Pricing and valuation model development across asset classes
  • Work closely with different teams across the business (Corporate Treasury, Front Office, Technology, etc.)
  • Drive all modeling efforts

Qualifications:

  • 3+ years of experience in hands-on model development
  • Prior experience working with valuation models
  • Fixed Income product knowledge
  • Proficiency in Python, SQl, and/or VBA
  • Excellent communication skills

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Job ID  PR/352145
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