Model Validation Specialist - London, United Kingdom - eFinancialCareers
Description
**Your Responsibilities include:- Document test results in a model validation report to be reviewed by regulators and which will form the basis of discussion with key model stakeholders including Front Office Trading, Model Developers, Market Risk Managers, and Finance Controllers
- Active participation in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation
- Communication of validation results
- Engaging with the due diligence aspects of the New Product Approval Process
- Python testing and coding knowledge
- Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte Carlo Methods, and Numerical Algorithms
- A deep understanding of derivatives pricing models and a strong interest in financial markets demonstrated by qualifications and experience
- Experience with Credit derivative/securitisation models
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