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 model controls
- Communicate validation conclusions to stakeholders and regulators
- Conduct testing and analyze validation results
- Develop benchmark or alternative models
- Ensure models meet regulatory and internal model risk standards
- Identify model weaknesses assumptions and limitations
- Mentor junior validators and improve validation processes
- Perform independent model validation for front office pricing and risk models
- Provide effective challenge to line of business models
- Replicate front office model implementations
- Validate term structure models
- Validate volatility models and stochastic frameworks
Perks/Benefits
Skills/Tech-stack
C++ | Computational Finance | Curve construction | Derivative pricing | Interest rate models | Java | Local Volatility | Model Validation | Multi Factor Interest Rate Models | Multi-Factor | Python | Risk Assessment | Stochastic models | Structure modeling | Term structure | Term structure modeling | Volatility modeling
Education
Regions
Countries
States
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