A major bank requires a model validation analyst with extensive experience to provide model validation and model review for a wide range of pricing and risk models.
Model Validation Analyst
Working directly for the Head of Model Validation, the successful candidate will be expected to have good knowledge of commodities asset class as well as regulatory requirements.
You will have hands-on experience with valuation models and systems as well as a solid understanding of financial products and Greeks.
- Extensive Model Validation Experience
- Validate commodity valuation and VaR models
- Investment Banking experience
- RightAngle System experience for commodities
- A good knowledge of Yield Curves
- Excellent Quantitative and problem solving skills