Risk Model Validation recruitment

Covering EPE/PFE and Monte Carlo models your responsibilities would include:Completing model reviews, documentation and communicating key findings internallyYou will also be required to ensure previously approved models continue to behave as expected, including backtesting You must have solid experience within a Financial organisation / Software House of development / validation of market risk or counterparty credit risk models and experience of using SQL, VBA and a statistical package.Empiric Solutions were established in 2005 and are one of the foremost providers of niche and specialist recruitment Read more […]

March 21, 2012 • Tags: , • Posted in: Financial • Comments Off on Risk Model Validation recruitment