Quant Analyst-Model Validation recruitment

Top Bank is looking for an experienced Model Validator. The group is in charge of validating and approving all models used for pricing and risk management of derivative instruments for commodities, equities, f/x, interest rates, muni’s and abs. Successful candidate will have a minimum of 8 years of experience, with a solid background in model validation.  Must know derivative pricing methodologies, Monte Carlo, and finite difference methods. Candidate will review, verify, and test to support model validation, write validation reports, and communicate results to risk management, as well as support Read more […]

February 29, 2012 • Tags: , • Posted in: Financial • Comments Off on Quant Analyst-Model Validation recruitment