Financial Derivatives Model Validation Analyst
Click the Facebook, Google+ or LinkedIn icons to share this job with your friends or contacts. Click the Twitter icon to tweet this job to your followers. Click the link button to view the URL of the job, which then can be copied and pasted into an e-mail or other document.
Birmingham, AL 35203
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.