Senior Model Validation Quantitative Analyst
Tasks
- Align model use with risk standards
- Ensure ethical use of models and AI
- Implement Monte Carlo valuation models
- Implement PDE based valuation models
- Validate model outputs
- Validate valuation models
Perks/Benefits
Skills/Tech-stack
AI workflows | C++ | Commodities derivatives | Differential Equations | Equities | Market Risk | Model Validation | Monte Carlo | Partial differential equations | Python | Risk standards
Education
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