Quantitative analyst – Model Validation | NYC recruitment
This position is a Model Validator in our clients Model Validation and Approval group. The group is responsible for validating and approving all qualifying/stochastic models used. These models are primarily for pricing and risk measurement of derivative instruments on various underliers including commodities, equities, foreign exchange, interest rates, municipal products, asset backed securities and structured products. Review and assess the appropriateness of models underlying assumptions. Review and assess the theoretical and conceptual soundness of models. Verify models performance (correct Read more […]
November 18, 2011
• Tags: Derivatives careers in the USA, Model Validation | NYC recruitment, Quantitative Analyst • Posted in: Financial • Comments Off on Quantitative analyst – Model Validation | NYC recruitment