Associate - Quantitative Model Validation - Investment Firm

- Strong preference for Stochastic calculus ,Valuation control model, Pricing Model

- Review internally and externally developed Valuation Control models (with additional opportunity to start working on Front Office derivative pricing models) - Ensure that the model meets its stated objective and intended use.

Perform model validation which would include:

- Development of tools for Implementation testing to ensure that the production model is consistent with its theoretical basis

- Assessment of the integrity and suitability of Model parameters

- Analysis of Model Assumptions and quantification of model Risk

- Preparation of model validation documentation

- Ability to communicate with regional stakeholders and senior management

- Ability to work effectively on multiple projects across model types