Lead Quantitative Analytics Specialist-Market Risk Model Validator
141753-NC-Three Wells Fargo Center, Charlotte, United States
USD 144K-300K (estimate) Senior-level Full Time
Tasks
- Assess spreadsheet based and non library models
- Challenge model assumptions and methodologies
- Communicate risks to stakeholders
- Conduct testing and analysis
- Construct interest rate curves
- Develop benchmark models
- Document validation conclusions
- Ensure model governance and controls
- Ensure regulatory model risk compliance
- Improve validation processes
- Mentor junior validators
- Perform independent model validation
- Replicate model implementations
- Review term structure models
- Review volatility models
- Validate front office pricing models
Perks/Benefits
Skills/Tech-stack
C++ | Computational Finance | Curve construction | Derivatives pricing | FX derivatives | Financial Modeling | Interest rate models | Java | Local Volatility | Model Development | Model Risk Management | Model Validation | Model risk | Multi Factor Interest Rate Models | Multi-Factor | Python | Rates derivatives | Regulatory Model Risk | Risk Management | SR 11-7 | Stochastic Volatility | Structure modeling | Term structure | Term structure modeling | Volatility modeling
Education
Regions
Countries
States
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