Senior Quantitative Validator - Bucharest, Bucharest
1 săptămână în urmă
Job summary
The Senior Quantitative Validator will have as responsibilities the validation of the various model groups belonging to pricing and rates models, margins and others of this kind.Responsibilities
- Perform model validation for underlying key methodologies and models. Assess mathematical and technical considerations in models and quantitative methods, the conceptual soundness and appropriateness of different risk models and their usages.
- Perform related risk model sensitivity tests, back testing and benchmark analysis where it is appropriate. Run analyses on implementations or replicate models to assess their correctness and stability.
Descrierea jobului
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Accesează toate pozițiile de nivel înalt și obține jobul visurilor tale.
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