Quantitative Analyst | Model Validation | Singapore recruitment

The Role:• The role will mainly focus on the Interest Rate Exotic Derivatives with a view to assisting on other asset classes and when necessary Independently validate internally/externally developed  models  and  pricing.• Independent benchmarking (in C++/VBA) or utilizing validation software.• Develop Risk Models and Methodologies to       safeguard against model assumptions/limitations.• Ensuring that all validation work is well documented, transparent and can be reproduced• Maintain productive working relationships with front office quant groups and as well as providing Read more […]

June 7, 2012 • Tags: , • Posted in: Financial • Comments Off on Quantitative Analyst | Model Validation | Singapore recruitment