Project Description:
Evaluation of risks associated with the company's models, assessing model risks by performing/assisting on detailed model validation reviews and research of model approaches.
This includes:
Reporting of findings to M&M supervisor, advising them on quantitative issues.
Creating work deliverables that satisfy given objectives and meet department procedure requirements.
Proactive communication with model developers, as needed.
Qualifications
Skills: 2 candidates with: Bachelors degree in a quantitative field and a minimum of three years of experience.
One of them familiar with SAS and Intex, and having experience on mortgage backed securities and structured products.
One of them familiar with SAS, Matlab, and SQL, and having knowledge of fixed income valuation.
Additional Information
Due to the nature of this contract, U.S.Citizen or Green Card holders can be considered
PMG America - 11 months ago
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