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model validation

  1. wuzhemin

    Model Validation Roles in TKO and HK

    Hi All, We are the model risk team in a top tier IB. Our team is responsible to manage model risk and cover a wide range of quant models used in the firm through its range of business, from derivatives pricing models to models used for risk management and capital computations. We are now...
  2. holbond

    Model validation vs market risk

    Hi guys, I am a recent MFE graduate. I started as a model validation analyst in big4. I validated so far retail models for an investment bank for ccar submission. Mostly regression models. I recently got a job offer from an invesetment bank as market risk associate. Involves CVA...
  3. A

    Career path, from backtesting to model validation?

    Hi everyone, I am currently working in a top tier bank in the Credit Counterpary Backtesting team. Recently (last 5 months) the job is becoming awful: zero development or analysis, only implementation to make things work. I have been offered an internal move for a model validation position...