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For Companies - Leading consultancy are seeking an experienced market risk model validation Quant for a key client project focusing on FRTB IMA Model Validation
- Reviewing model documentation: Ensuring that models are well-documented and that the assumptions and methodologies are clearly explained
- Performing backtesting: Comparing the model's predictions with actual market outcomes
- Conducting P&L attribution tests: Assessing the accuracy of the model's P&L attribution.
- Evaluating model performance under stress scenarios: Assessing the model's ability to withstand extreme market conditions.
- Monitoring model performance over time: Identifying any potential issues or areas for improvement.
Contact Detail:
Morgan McKinley Recruiting Team
