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Model Validation Specialist

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Alexander Ash Consulting

2021-12-03 08:00:04

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: Banking & Financial Services

Job description

  • Assessing, analysing and test derivative models for pricing, risk management and Delta EVE calculation for IRRBB of Treasury products
  • Testing pricing models for the purpose of end of day pricing and regulatory scenario stress testing
  • Documenting test results in a model validation report
  • Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation
  • Engaging with the due diligence aspects of the New Product Approval Process, and oversight of model governance for Treasury products

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