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Review and validation of front office derivative pricing models, with a primary focus on interest rates models and more particularly on IBOR transition.
Implementation of benchmark models (C++) and testing scripts .
Development of alternative models and methodologies in order to assess model risk.
Proactively liaise with trading, front office quantitative analysts and developers, as well as market risk managers and valuation control analysts, to ensure efficient validations of new models and methodologies.
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