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Financial Modeling Expert
2 weeks ago
You will:
- Validate quant models to ensure adherence to regulatory requirements and industry best practice
- Implement alternative challenger models to validate quant models
- Document findings in validation reports, including recommendations for model improvements
- Track remediation of validation recommendations
The ideal candidate will have at least 8 years of relevant experience in quantitative modelling, with a strong background in math and probability theory applied to finance, good knowledge of data science and statistical inference techniques, and good understanding of financial products.
