Market Risk manager responsible for model validation of structured deals in the firm, and for review of any quantitative model development.
Provide guidance on quantitative analysis and development issues
Monitor model performance and model changes.
Potentially develop alternate models and/or model stress tests.
Market Risk manager responsible for model validation of structured deals in the firm, and for review of any quantitative model development.
Provide guidance on quantitative analysis and development issues to other groups in the firm.
Monitor model performance and model changes.
Potentially develop alternate models and/or model stress tests.
Strong quantitative background required.
Programming experience in C/C++ required.
Knowledge of mathematical finance and derivatives pricing required.
