Derivative Pricing Specialist
|Reference # :||17-01095||Title :||Derivative Pricing Specialist|
|Location :||Long Island City, NY|
|Position Type :||Contract|
|Experience Level :||Start Date / End Date :||07/10/2017 / 12/30/2017|
Validate derivative pricing models for the capital markets business. This position requires strong derivative pricing skills. Validation work will involve reviewing model assumptions, verifying the mathematical formulation, independently implementing the business/desk model when needed, using benchmark models to conduct effective challenge, and assessing and quantifying model limitations to inform stakeholders of model risk to determine compensating controls.
- Validate derivative pricing models.
- Expertise in rates derivatives pricing strongly desirable
- Provide effective challenge to model assumptions, mathematical formulation, and implementation
- Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
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Job Status: Contract/Temporary