Address- 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
