CVA Model Validator/Quant Developer
|Reference # :||17-00944||Title :||CVA Model Validator/Quant Developer|
|Location :||Long Island City, NY|
|Position Type :||Contract|
|Experience Level :||Start Date / End Date :||06/12/2017 / 11/30/2017|
Develop a working benchmark model and testing suite for use in the validation of the front office CVA model used by the Equity/Hybrids business (C++/Python). This model will be capable of supporting CVA/FVA calculations in a multicurrency equity/rates hybrid framework. Use the model to test and assess the front office model. This will include an assessment of the impact of model assumptions and identification of model limitations.
Please see our complete list of jobs at:
Job Status: Contract/Temporary