Model Validation Analyst recruitment

* Model Validation Quantitative* Equity Derivatives preferred* C++/VBAThis is an excellent 1 year contract role within the Model Validation team, focusing on Equity Derivatives model validation. Main responsibilities:-Required to assist in validating internally/externally developed models and pricing functions with reference to academic literature, existing models and/or numerical verification. Assist in verifying that validated models have been implemented correctly in other environments (e.g., third party software) or via independent implementation (in C++/VBA). Responsible for ensuring that Read more […]

July 15, 2012 • Tags: , • Posted in: Financial • Comments Off on Model Validation Analyst recruitment