Model Validation Quant Analyst- 6 months+ Experience- Cross Asset Team- London- Negotiable recruitment
Role:- The team is responsible for assessing model risk, deconstructing models to check their integrity, analyzing the model assumptions, assessing model limitations, checking code, producing documentation and validating the model for use. The team works across assets. In addition to the standard financial model validation work, the team has exposure to hybrid and insurance-linked models. Your role will involve:- Conducting comprehensive model tests and preparing technical documentation. If necessary, develop benchmark models. Review quality of risk and stress information. Perform portfolio Read more […]