AVP - Product Control - Model Validation/Pricing Model

Review Product Control Valuation models - Ensure that the model meets its stated objective and intended use.

- Prior Independent Price Verification (IPV) and/or Model validation experience

- Ability to identify the Model Risks and rate them appropriately

- Preparation of model review documentation

- Familiarity of Front office Pricing and Risk methods

- Ability to communicate with key stakeholders and senior management

- Ability to work effectively on multiple projects / across product classes

- Basic understanding of derivatives pricing

- Competency in one or more major programming languages (C++, python) required (at the very least exposure to procedural programming)

- Advance working knowledge of MS Excel and VBA