Associate QA – Model Risk Review recruitment
Role Responsibilities: • Review and calibration of Front Office pricing models.• Implementing changes to models and calibration processes where appropriate.• Analysing derivative pricing sources (depth of market, liquidity, etc).• Testing of trader input prices and parameter levels against externally observed levels.• Continuous improvement of reserving and price methodology and results generation platform and approach.Candidate Requirements:• Recently graduated with a mathematical PhD or Masters degree.• Strong knowledge of mathematical models and their underlying principles.• Familiarity Read more […]
January 24, 2012
• Tags: Accounting & Finance careers in the UK, Associate QA, Model Risk Review recruitment • Posted in: Financial • Comments Off on Associate QA – Model Risk Review recruitment