Credit Model / Margining Validation recruitment

My client, a leading global investment bank are currently looking for a Model Validations specialist to join their growing prime brokerage businessThe successful candidate will have a minimum of 6 years’ experience working within an investment bank Quant model validations team focusing on FX, Credit and interest rate products as well as experience working with VaR across all products.Main functions of the position include the review of portfolio margin models used by clearing organizations like SGX, specifically covering IR, Credit, FX derivative products, Risk monitoring of OTC cleared trades.The Read more […]

August 10, 2012 • Tags: , , • Posted in: Financial • Comments Off on Credit Model / Margining Validation recruitment