Stress Testing Model Validation VP

Recruiter
Morgan McKinley
Location
London
Salary
Competitive
Posted
14 Oct 2016
Closes
23 Oct 2016
Sectors
IT, Testing
Contract Type
Permanent
Hours
Full Time
Key Responsibilities:
* Independently review and analyse pricing methodologies used within market risk models in the space of Stress testing for MTM Loss and VaR.
* Review and analyse the mathematical models used, their implementation methods, the products (payoffs) they are used for across multiple asset classes..... click apply for full job details