Manage model risk across the model lifecycle including model validation, ongoing monitoring and annual reviews; Independent model validation work, providing effective challenge in regards to mathematical formulation, model assumptions and limitations, calibration, implementation, numerical performan... |
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Master’s Degree required, preferably in quantitative field (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 2 years of experience in model validation; Experience in model validation in one or more of Credit Risk, Market Risk or etrading models; A firm understanding ... |