VP Quant Model Validation recruitment

Responsibilities:To independently validate internally/externally developed models and pricing functions, including front office.To verify that validated functions have been implemented correctly in other environments via independent benchmarking (in C++/VBA) or utilizing validation software.To formulate an opinion on Model Risk and ultimately develop Model Risk provisioning methodologies to safeguard against model assumptions/limitations.To ensure that all validation work is well documented, transparent and can be reproduced. Requirements:You should have at least 5 – 7 years proven experience in Read more […]

July 4, 2012 • Tags: , • Posted in: Financial • Comments Off on VP Quant Model Validation recruitment