Market Risk Model Validation Analyst, VP or Director Level recruitment
– Validate models used for marking positions and/or managing risk in one or more areas: interest rate, mortgage-backed securities foreign exchange, credit, equity, and commodities. – Develop independent software to replicate results in models being validated. – Review the underlying assumptions, theory, empirical evidence, implementation and limitations of the model being validated. – Write model validation reports describing the results of validation analyses. – Work closely with model users, Read more […]
December 10, 2011
• Tags: Market Risk Model Validation Analyst, Risk Management careers in the USA, VP or Director Level recruitment • Posted in: Financial • Comments Off on Market Risk Model Validation Analyst, VP or Director Level recruitment