Quant Model Risk VP — Interest Rates Governance

Quant Blueprint LLC; Metro Manila; On-site; PHP 1,200,000 - 1,800,000; Full time

Job summary

Quant Blueprint LLC is seeking a Quant Model Risk Vice President to join their Interest Rates team in Metro Manila, Philippines. The successful candidate will assess and mitigate model risk associated with complex models used in valuation and risk measurement.

You will work closely with model developers and users, manage team members, and perform model reviews. Strong communication and quantitative skills are essential, along with a relevant MSc or PhD.

The position offers an exciting opportunity to influence decision-making processes across the firm.

Qualifications

• Significant experience in a front-office or model risk quantitative role.
• Excellent communication skills (written and verbal).
• Good understanding of option pricing theory.

Responsibilities

• Analyze conceptual soundness of complex pricing models.
• Liaise with model developers and provide guidance on model risk.
• Evaluate model performance on a regular basis.
• Manage and develop junior members of the team.

Skills

Probability theory

Stochastic processes

Statistics

Partial differential equations

Numerical analysis

Coding (C/C++ or Python)

Option pricing theory

Communication skills

Education

MSc, PhD or equivalent in a quantitative discipline

Job description

Quant Blueprint LLC is seeking a Quant Model Risk Vice President to join their Interest Rates team in Metro Manila, Philippines. The successful candidate will assess and mitigate model risk associated with complex models used in valuation and risk measurement.

You will work closely with model developers and users, manage team members, and perform model reviews. Strong communication and quantitative skills are essential, along with a relevant MSc or PhD.

The position offers an exciting opportunity to influence decision-making processes across the firm.