Manager - Model Validation/Approval valuation

Candidate Value Proposition

Candidate Value Proposition: The successful candidate will have the opportunity to learn capital market valuation and risk models.

Typical Day in Role

• Support Director/Senior Manager to validate derivative pricing models used in capital market and risk management for various purposes
• Provide reports for the summary of findings and opinions to the model approval committee
• Perform model testing and documentation
• Support Director/Senior Manager to validate derivative pricing models used in the capital market and risk management for various purposes including P/L calculation, sensitivity calculation, and limit monitoring, etc.
• Manage the validation projects independently or work in a group; review model documentation; conduct research on new methodology and validation techniques; design and implement validation test plan.
• Provide reports for the summary of findings and opini...