AVP - Pricing Model Validation Analyst - Investment Bank

Pricing Model Validation Analyst- AVP

We have an Urgent requirement with a leading Investment Bank.

Requirement :

- The reviewing and testing of front office pricing models for credit derivatives, CVA valuations, and other counterparty default related valuations.

- Clear documentation of all testing, with follow ups for identified modelling issues

- Development of independent models, from mathematical concepts to implementing using common library

- Engagement on modelling issues with risk managers, product control, front-office quants and traders.

Qualification :

- Evidence of the above through higher degree in maths/physics/finance etc.

- Some programming experience in C++, F# or similar will be valuable

Rasika Shirodkar
Enigma Executive Search