Exotic Interest Rates Model Validtion Quant recruitment
Main Duties Main duties and responsibilities: Quantitative review and analysis of exotic product valuation models, including theoretical review, assessment of appropriateness, implementation testing, independent implementation, development of alternative models. Product approvals, model reviews, model risk evaluations and model risk provisioning design. Close communication cooperation with the front office, quant developers, finance as part of the trade approval process. Quantitative review and analysis of VaR models, including theoretical review, implementation testing, assessment of appropriateness, Read more […]
May 22, 2012
• Tags: Exotic Interest Rates Model Validtion Quant recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Exotic Interest Rates Model Validtion Quant recruitment