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Perform validation on conceptual model assessment and implementation, input data validation, back testing and benchmark testing.
Review of technical papers on capital, margin and pricing models.
Identify model limitations and evaluate the materiality.
Assist the team in providing guidance regarding improvements in model design, implementation, output reporting, documentation and governance.
Evaluate model changes upon notification, perform testing on the changes, update the documentation and reconfirm model approval.
Assist in the ongoing monitoring of approved capital and margin models as a technical expert and provide ongoing assistance to the risk management team with due diligence inquiries involving collateral disputes.
2+ years' quantitative, model validation, risk management experience within financial services or commodity or energy firm or regulatory agency
Detailed knowledge of OTC derivatives and underlying markets, pricing models, sensitivities and valuation methods
Excellent communication skills.
Familiarity with Dodd-Frank regulations
Advanced degree in economics, finance, mathematics, statistics or related field
For immediate consideration, please forward resume and contact details to: firstname.lastname@example.org
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
Ashton Lane Group® "A trusted advisor throughout your career"
Internal Number: 5004195
About Ashton Lane Group
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