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Financial Derivatives Model Validation Analyst

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Job Details
Job Order Number
Company Name
Regions Bank
Physical Address
1900 Fifth Avenue North, Floor 11
Birmingham, AL 35203
Job Description

Financial Derivatives Model Validation Analyst (Regions – Birmingham, AL)
Utilize minimum requirements to perform derivative pricing testing , summarize test results, conclusions, and issues in a model validation report. Use Stochastic Calculus, Partial Differential Equations (PDEs), Numerical Methods, and Measure theory to examine and detect any flaws in the formulation of various derivative pricing models. Provide accurate and reliable alternative formulation for all of the mathematical theory employed by the derivative pricing models. Perform independent derivative valuations across a wide spectrum of asset classes ( Rates, FX, Structured Finance, Credit, Equities , Commodities). Perform validation annual reviews, issue remediation testing, significant analytical tool exams, determinations, significant change reviews, and ongoing monitoring assessments.

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