Junior Model Review Quant (Associate level) recruitment
Job summary: The Model Review Group focuses on monitoring and evaluating quantitative methodologies used throughout the firm. In particular, the group reviews derivative valuation models, analyses complex model risk, and assesses appropriateness of risk measurement and reserve methodologies in major lines of business (equities, FX, commodities, fixed income and credit). The group works closely with other Quantitative Research developers, and with the Market Risk and Valuation Control Groups. Team members have opportunities for exposure to a variety of derivatives business areas and research Read more […]