Senior Quantitative Researcher (Model Validation) recruitment
Working as part of an international Quant team, the role will be heavily involving in improving the Variable Annuity Risk Management framework, primarily through model validation and quantitative development. Much of the firm’s portfolio is hedged using long dated fixed income exotics products. Key responsibilities:Develop benchmark models to validate implemented models and/or functionalities in the risk management systems and prepare technical documentation of model validationIdentify potential improvements to the calibration and estimation methodologies that generate the input parameters and Read more […]
March 15, 2011
• Tags: Insurance careers in the Japan, Senior Quantitative Researcher (Model Validation) recruitment • Posted in: Financial • Comments Off on Senior Quantitative Researcher (Model Validation) recruitment