Model Validation Quantitative Analyst | Banglore, India 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 […]

January 11, 2012 • Tags: , , • Posted in: Financial • Comments Off on Model Validation Quantitative Analyst | Banglore, India recruitment