Join a leading financial client's team as a Quantitative Model Risk Developer focused on innovative financial models. This role requires expertise in market risk and programming for effective model implementation testing.
As a Quantitative Model Risk Developer, you will oversee the testing of equities derivatives pricing models while integrating input models and downstream risk assessments. Your strong analytical skills will support the development and ownership of test strategies, ensuring effective communication of progress and issues with stakeholders.
Key Responsibilities:
• Create and track model testing requirements and artifacts
• Support integration with input and downstream risk models
• Develop and own the model implementation test strategy
• Generate detailed test cases and communicate findings
• Identify and escalate issues for timely resolution
Requirements:
• Experience with Market and Credit Risk and derivatives pricing
• Proficient in Pytho...