Posted By
Posted in
Banking & Finance
Job Code
598439
- Review and assess the model development and independent model validation performed based on review and testing of the development and validation processes and documentation
- Investigating key aspects of each model under review, incl. model documentation, model selection, input data, theoretical construction, implementation (independent calculation) and model governance (inventory related models, issues, escalation, agreed actions, approvals/limitations and/or conditions of use) with reference to internal policies and regulatory requirements (e.g. FED SR11/7)
- A first degree in mathematics, physics, engineering, finance or econometrics and ideally a Masters or PhD in one of those areas or finance. Front end/Risk Management systems would be an advantage
- Applied experience of model risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics, from private study if they have not worked in the financial sector
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Posted By
Posted in
Banking & Finance
Job Code
598439