Senior MV Quant | NYC based 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 […]
December 8, 2011
• Tags: Derivatives careers in the USA, Senior MV Quant | NYC based recruitment • Posted in: Financial • Comments Off on Senior MV Quant | NYC based recruitment